Rebonato, Riccardo.
Coherent stress testing a Bayesian approach to the analysis of financial stress / [electronic resource] : Riccardo Rebonato. - Hoboken, NJ : Wiley, 2010. - xi, 227 p.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Risk management.
Probabilities.
Bayesian statistical decision theory.
Electronic books.
HD61 / .R42 2010eb
658.15/501519542
Coherent stress testing a Bayesian approach to the analysis of financial stress / [electronic resource] : Riccardo Rebonato. - Hoboken, NJ : Wiley, 2010. - xi, 227 p.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Risk management.
Probabilities.
Bayesian statistical decision theory.
Electronic books.
HD61 / .R42 2010eb
658.15/501519542