Coherent Stress Testing : a Bayesian Approach to the Analysis of Financial Risk.

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a g...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Rebonato, Riccardo
Format: Electronic eBook
Language:Inglés
Published: Chichester : John Wiley & Sons, 2010.
Subjects:
Risk management.
Probabilities.
Bayesian statistical decision theory.
Gestion du risque.
Probabilités.
Théorie de la décision bayésienne.
risk management.
probability.
Bayesian statistical decision theory
Probabilities
Risk management
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