Operational Risk with Excel and VBA (Hardcover)

Nigel Da Costa Lewis

ISBN 10: 0471478873 / ISBN 13: 9780471478874

Published by John Wiley & Sons Inc, New York, 2004

About this Item

Hardcover. 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. Operational Risk with Excel and VBA is a practitioner's 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780471478874

Bibliographic Details

Title: Operational Risk with Excel and VBA (...

Publisher: John Wiley & Sons Inc, New York

Publication Date: 2004

Binding: Hardcover

Condition: new

Edition: 1st Edition

About this title

Synopsis:

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.

About the Author:

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.