Classic
Modelling Measuring and Hedging Operational Risk
Marcelo G. Cruz · 2002 · John Wiley & Sons
Practitioner guide to operational risk loss distributions, capital allocation, and hedging frameworks.
- Risk management
- Quantitative methods
Marcelo G. Cruz
Published titles in this catalogue:
Reviews
Shelf notes for catalogue titles by this author.
- Modelling Measuring and Hedging Operational Risk
Modelling Measuring and Hedging Operational Risk
This book serves as a practitioner guide to operational risk loss distributions, capital allocation, and hedging frameworks.