Coherent stress testing [electronic resource] : a Bayesian approach to the analysis of financial stress / Riccardo Rebonato.

By: Rebonato, RiccardoContributor(s): ProQuest (Firm)Material type: TextTextPublication details: Hoboken, NJ : Wiley, 2010Description: xi, 227 pSubject(s): Risk management | Probabilities | Bayesian statistical decision theoryGenre/Form: Electronic books.DDC classification: 658.15/501519542 LOC classification: HD61 | .R42 2010Online resources: Click to View
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Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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