Coherent stress testing : a Bayesian approach to the analysis of financial stress / Riccardo Rebonato.
By: Rebonato, Riccardo
.
Publisher: Chichester, West Sussex : John Wiley, c2010Description: xi, 227 p. : ill. ; 25 cm.ISBN: 0470666013 (hbk.); 9780470666012 (hbk.).Subject(s): Risk management | Probabilities | Bayesian statistical decision theoryDDC classification: 658.155
| Item type | Current location | Shelf location | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|
| Main Collection | Taylor's Library-TU |
Floor 4, Shelf 24 , Side 2, TierNo 2, BayNo 3 |
658.155 REB 2010 (Browse shelf) | 1 | Available | TBSxx,28000,02,CL | 5000104812 |
Includes bibliographical references and index.