Operational Risk: Modeling Analytics

This book says precious little about operational risk but delves instead into the mathematics that might be used in measuring operational risk: standard probability distributions, statistical estimation, copulas, extreme value theory, fast Fourier transforms, etc. Discussions are mathematically formal and often cryptic, but there are plenty of good referenceds for more information ...

For similar books, see sections:

Risk Management - General

Risk Management - Operational Risk

Other Topics - Regulation

Other Topics - Operations

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