Rebonato, Riccardo.
Coherent stress testing : a Bayesian approach to the analysis of financial stress / Riccardo Rebonato. - Chichester, West Sussex : John Wiley, c2010. - xi, 227 p. : ill. ; 25 cm.
Includes bibliographical references and index.
0470666013 (hbk.) 9780470666012 (hbk.)
Risk management.
Probabilities.
Bayesian statistical decision theory.
658.155 / REB 2010
Coherent stress testing : a Bayesian approach to the analysis of financial stress / Riccardo Rebonato. - Chichester, West Sussex : John Wiley, c2010. - xi, 227 p. : ill. ; 25 cm.
Includes bibliographical references and index.
0470666013 (hbk.) 9780470666012 (hbk.)
Risk management.
Probabilities.
Bayesian statistical decision theory.
658.155 / REB 2010