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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
Description
Physical Description:1 online resource (xi, 227 pages : : illustrations.)
Bibliography:Includes bibliographical references and index.
ISBN:9781118374719 (electronic bk.)
1118374711 (electronic bk.)