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Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Risk
Coherent Stress Testing A Bayesian Approach to the Analysis of Financial Risk
Author: Riccardo Rebonato
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by ...  more »
ISBN-13: 9780470666012
ISBN-10: 0470666013
Publication Date: 8/2/2010
Pages: 238
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Publisher: Wiley
Book Type: Hardcover
Members Wishing: 0
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