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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rebonato, Riccardo
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester : John Wiley & Sons, 2010.
Temas:
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
Acceso en línea:Texto completo

Internet

Texto completo

Items no disponibles

Detalle de Existencias desde

Ejemplares similares