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

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