rent-now

Rent More, Save More! Use code: ECRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

9780471478874

Operational Risk with Excel and VBA Applied Statistical Methods for Risk Management, + Website

by
  • ISBN13:

    9780471478874

  • ISBN10:

    0471478873

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 2004-04-09
  • Publisher: WILEY

Note: Supplemental materials are not guaranteed with Rental or Used book purchases.

Purchase Benefits

List Price: $94.50 Save up to $26.10
  • Rent Book $76.76
    Add to Cart Free Shipping Icon Free Shipping

    TERM
    PRICE
    DUE
    USUALLY SHIPS IN 2-3 BUSINESS DAYS
    *This item is part of an exclusive publisher rental program and requires an additional convenience fee. This fee will be reflected in the shopping cart.

How To: Textbook Rental

Looking to rent a book? Rent Operational Risk with Excel and VBA Applied Statistical Methods for Risk Management, + Website [ISBN: 9780471478874] for the semester, quarter, and short term or search our site for other textbooks by Lewis, Nigel Da Costa. Renting a textbook can save you up to 90% from the cost of buying.

Summary

A valuable reference for understanding operational riskOperational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world.Nigel Da Costa Lewis (Stamford, CT) is president and CEO of StatMetrics, a quantitative research boutique. He received his PhD from Cambridge University.

Author Biography

NIGEL DA COSTA LEWIS, PHD, is the President of the quantitative research boutique StatMetrics, offering cutting edge quantitative solutions to a sophisticated institutional client base. Dr. Lewis has many years’ work experience as a quantitative analyst and statistician in London, on Wall Street, and in academia. His work in quantitative risk management dates back to the early 1990s, when he developed stress-testing methodologies for portfolios of derivative securities for Legal & General Investments. He is the author of a number of books on risk management and quantitative methods and a regular speaker at international conferences. His current research work specializes in the application of computational-intensive quantitative methods to problems in risk management. He received a PhD in statistics from the University of Cambridge, and master’s degrees in statistics, finance, economics, and computer science, all from the University of London.

Table of Contents

Chapter 1: introduction to operational risk management & modelling.
Chapter 2: Random variables, risk indicators & probability.
Chapter 3: Expectation, covariance, variance  & correlation.
Chapter 4: Modeling central tendency & variability of operational  risk indicators.
Chapter 5: Measuring skew & fat tails of operational risk indicators.
Chapter 6: Statistical testing of operational risk parameters.
Chapter 7: Severity of loss probability models.
Chapter 8: Frequency of loss probability models.
Chapter 9: Modeling Aggregate Loss distributions.
Chapter 10: The law of significant digits & fraud risk identification.    
Chapter 11: Correlation & dependence.
Chapter 12: Linear Regression in Operational Risk Management.
Chapter 13: Logistic regression in operational risk management.
Chapter 14: Mixed dependent variable  modelling.
Chapter 15: Validating operational risk proxies using surrogate endpoints.
Chapter 16: Introduction to extreme value theory.
Chapter 17: Managing operational risk with bayesian belief networks.
Chapter 18: Epilogue.
Appendix 1: Statistical Tables.
Bibliography.
Index.
 
          
 
  
         
               
    
     
     
 
  
  
       
       

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Rewards Program