Statistical modelling of operational risk.
Yeung Yu Ming. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. === Includes bibliographical references (leaves 35-38). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Risk Measures --- p.3 === Chapter 2.1 --- Extreme Value Thoery --- p.4...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2006
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| Online Access: | http://library.cuhk.edu.hk/record=b5892836 http://repository.lib.cuhk.edu.hk/en/item/cuhk-325524 |