TY  - GEN
AU  - Lewis,Nigel Da Costa
TI  - Operational risk with Excel and VBA : applied statistical methods for risk management
SN  - 0471478873
U1  - 658.155 21
PY  - 2004///
CY  - Hoboken, N.J. 
PB  - John Wiley & Sons, Inc.
KW  - Administración de riesgos
KW  - Métodos estadísticos
KW  - LEMB
KW  - Modelos matemáticos
N1  - Incluye referencias bibliográficas e índice; 1. Introduction to operational risk management and modelling ; 2. Random variables, risk indicators, and probability ; 3. Expectation, covariance, variance, and correlation ; 4. Modeling central tendency and variability of operational risk indicators ; 5. Measuring skew and fat tails of operational risk indicators ; 6. Statistical testing of operational risk parameters ; 7. Severity of loss probability models ; 8. Frequency of loss probability models ; 9. Modeling aggregate loss distributions ; 10. The law of significant digits and fraud risk identification; Anx 1 CD-ROM : Incluye ejemplos y ejercicios
ER  -