skip to content
Operational risk with Excel and VBA : applied statistical methods for risk management Preview this item
ClosePreview this item
Checking...

Operational risk with Excel and VBA : applied statistical methods for risk management

Author: Nigel Da Costa Lewis
Publisher: Hoboken, N.J. : John Wiley & Sons, ©2004.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
A valuable reference for understanding operational risk, Operational 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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Lewis, Nigel Da Costa.
Operational risk with Excel and VBA.
Hoboken, N.J. : John Wiley & Sons, ©2004
(DLC) 2003023869
(OCoLC)53361359
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Nigel Da Costa Lewis
ISBN: 0471662089 9780471662082
OCLC Number: 55233972
Notes: "Published simultaneously in Canada."--Title page verso.
Description: 1 online resource (xv, 267 pages) : illustrations.
Contents: Introduction to operational risk management and modeling --
Random variables, risk indicators, and probability --
Expectation, covariance, variance, and correlation --
Modeling central tendency and variability of operational risk indicators --
Measuring skew and fat tails of operational risk indicators --
Statistical testing of operational risk parameters --
Severity of loss probability models --
Frequency of loss probability models --
Modeling aggregate loss distributions --
The law of significant digits and fraud risk identification --
Correlation and dependence --
Linear regression in operational risk management --
Logistic regression in operational risk management --Mixed dependent variable modeling --
Validating operational risk proxies using surrogate endpoints --
Introduction to extreme value theory --
Managing operational risk with Bayesian belief networks --
Epilogue.
Series Title: Wiley finance series.
Responsibility: Nigel Da Costa Lewis.

Abstract:

A valuable reference for understanding operational risk, Operational 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.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/55233972> # Operational risk with Excel and VBA : applied statistical methods for risk management
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
    library:oclcnum "55233972" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/116907480#Place/hoboken_n_j> ; # Hoboken, N.J.
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nju> ;
    rdfs:comment "Warning: This malformed URI has been treated as a string - 'http://images.contentreserve.com/ImageType-100/0128-1/{9BBBB93C-1984-4487-8296-26CEB29EE1DF}Img100.jpg'" ;
    rdfs:comment "Warning: This malformed URI has been treated as a string - 'http://public.eblib.com/choice/publicfullrecord.aspx?p=183850userid=^u'" ;
    schema:about <http://experiment.worldcat.org/entity/work/data/116907480#Topic/business_&_economics_insurance_risk_assessment_&_management> ; # BUSINESS & ECONOMICS--Insurance--Risk Assessment & Management
    schema:about <http://dewey.info/class/658.1550285554/e22/> ;
    schema:about <http://id.worldcat.org/fast/1098179> ; # Risk management--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/116907480#Topic/risk_management_statistical_methods> ; # Risk management--Statistical methods
    schema:about <http://id.loc.gov/authorities/subjects/sh2008110811> ; # Risk management--Mathematical models
    schema:bookFormat schema:EBook ;
    schema:copyrightYear "2004" ;
    schema:creator <http://experiment.worldcat.org/entity/work/data/116907480#Person/lewis_nigel_da_costa> ; # Nigel Da Costa Lewis
    schema:datePublished "2004" ;
    schema:description "A valuable reference for understanding operational risk, Operational 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."@en ;
    schema:description "Introduction to operational risk management and modeling -- Random variables, risk indicators, and probability -- Expectation, covariance, variance, and correlation -- Modeling central tendency and variability of operational risk indicators -- Measuring skew and fat tails of operational risk indicators -- Statistical testing of operational risk parameters -- Severity of loss probability models -- Frequency of loss probability models -- Modeling aggregate loss distributions -- The law of significant digits and fraud risk identification -- Correlation and dependence -- Linear regression in operational risk management -- Logistic regression in operational risk management --Mixed dependent variable modeling -- Validating operational risk proxies using surrogate endpoints -- Introduction to extreme value theory -- Managing operational risk with Bayesian belief networks -- Epilogue."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/116907480> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/116907480#Series/wiley_finance> ; # [Wiley finance]
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/116907480#Series/wiley_finance_series> ; # Wiley finance series.
    schema:isSimilarTo <http://www.worldcat.org/oclc/53361359> ;
    schema:name "Operational risk with Excel and VBA : applied statistical methods for risk management"@en ;
    schema:productID "55233972" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/55233972#PublicationEvent/hoboken_n_j_john_wiley_&_sons_2004> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/116907480#Agent/john_wiley_&_sons> ; # John Wiley & Sons
    schema:url "http://images.contentreserve.com/ImageType-100/0128-1/{9BBBB93C-1984-4487-8296-26CEB29EE1DF}Img100.jpg" ;
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=183850> ;
    schema:url "http://public.eblib.com/choice/publicfullrecord.aspx?p=183850userid=^u" ;
    schema:url <https://www.overdrive.com/search?q=9BBBB93C-1984-4487-8296-26CEB29EE1DF> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=108621> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=183850> ;
    schema:workExample <http://worldcat.org/isbn/9780471662082> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/55233972> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/116907480#Agent/john_wiley_&_sons> # John Wiley & Sons
    a bgn:Agent ;
    schema:name "John Wiley & Sons" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907480#Person/lewis_nigel_da_costa> # Nigel Da Costa Lewis
    a schema:Person ;
    schema:familyName "Lewis" ;
    schema:givenName "Nigel Da Costa" ;
    schema:name "Nigel Da Costa Lewis" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907480#Place/hoboken_n_j> # Hoboken, N.J.
    a schema:Place ;
    schema:name "Hoboken, N.J." ;
    .

<http://experiment.worldcat.org/entity/work/data/116907480#Series/wiley_finance> # [Wiley finance]
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/55233972> ; # Operational risk with Excel and VBA : applied statistical methods for risk management
    schema:name "[Wiley finance]" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907480#Series/wiley_finance_series> # Wiley finance series.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/55233972> ; # Operational risk with Excel and VBA : applied statistical methods for risk management
    schema:name "Wiley finance series." ;
    .

<http://experiment.worldcat.org/entity/work/data/116907480#Topic/business_&_economics_insurance_risk_assessment_&_management> # BUSINESS & ECONOMICS--Insurance--Risk Assessment & Management
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Insurance--Risk Assessment & Management"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh2008110811> # Risk management--Mathematical models
    a schema:Intangible ;
    schema:name "Risk management--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1098179> # Risk management--Mathematical models
    a schema:Intangible ;
    schema:hasPart <http://id.loc.gov/authorities/subjects/sh2008110811> ; # Risk management--Mathematical models
    schema:name "Risk management--Mathematical models"@en ;
    .

<http://worldcat.org/isbn/9780471662082>
    a schema:ProductModel ;
    schema:isbn "0471662089" ;
    schema:isbn "9780471662082" ;
    .

<http://www.worldcat.org/oclc/53361359>
    a schema:CreativeWork ;
    rdfs:label "Operational risk with Excel and VBA." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/55233972> ; # Operational risk with Excel and VBA : applied statistical methods for risk management
    .

<http://www.worldcat.org/title/-/oclc/55233972>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/55233972> ; # Operational risk with Excel and VBA : applied statistical methods for risk management
    schema:dateModified "2017-09-18" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.