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

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John Wiley & Sons, Apr 9, 2004 - Business & Economics - 288 pages
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.

Nigel Da Costa Lewis (Stamford, CT) is president and CEO of StatMetrics, a quantitative research boutique. He received his PhD from Cambridge University.

 

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Estadística y probabilidad básica de los 2 primeros capítulos

Contents

I
1
II
7
III
27
IV
41
V
51
VII
59
IX
69
X
93
XIII
121
XV
137
XVI
161
XVII
179
XVIII
187
XIX
203
XX
209
XXI
225

XI
105
XII
113

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About the author (2004)

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.

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