Coherent stress testing : a Bayesian approach to the analysis of financial stress
by
 
Rebonato, Riccardo.

Title
: 
Coherent stress testing : a Bayesian approach to the analysis of financial stress

Author
: 
Rebonato, Riccardo.

ISBN
: 
9780470666012

Personal Author
: 
Rebonato, Riccardo.

Publication Information
: 
Chichester, West Sussex, UK : Hoboken, NJ : John Wiley, 2010.

Physical Description
: 
xi, 227 p. : ill. ; 25 cm.

Subject Term
: 
Risk management.
 
Probabilities.
 
Bayesian statistical decision theory.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025557626658.15 R292C 20101