An analytical evaluation method of the operational risk using fast wavelet expansion techniques

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Bibliographische Detailangaben
Veröffentlicht in:	Asia-Pacific financial markets
1. Verfasser:	Ishitani, Kensuke (VerfasserIn)
Weitere Verfasser:	Sato, Kenichi (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2013
Schlagworte:	Operational risk > Compound Poisson model > Double exponential formula > Haar wavelet > Wynn’s epsilon algorithm > Cubic spline interpolation > Aufsatz in Zeitschrift
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Titel	Jahr	Band
Special issue on Stanford-Tsukuba Joint Workshop on Financial Engeneering	2008	15.2008,1
Special issue: 7th JAFEE International Conference, Hitotsubashi Memorial Hall, Tokyo, March 14 - 15, 2005	2007	12.2005,4
Special issue on mathematical finance and related topics	2006	13.2006,4
Special issue: 7th Columbia-JAFEE Mathematics of Finance Conference, Colombia University, New York, October 8 - 9, 2004	2006	11.2004,3
Special issue: A benchmark approach	2004	11.2004,1
Special issue on: Empirical studies on Japanese finance	2003	10.2003,4
Special issue on the Asian financial crisis	2000	7.2000,1
Special issue devoted to the Third Columbia-JAFEE Conference on the Mathematics of Finance	1999	6.1999,1