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

Bibliographic Details

Main Author:	Rebonato, Riccardo
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2010.
Subjects:	Risk management. Probabilities. Bayesian statistical decision theory. Risk Management Probability Electronic books.
Online Access:	Connect to the full text of this electronic book