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...
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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