Coherent Stress Testing A Bayesian Approach to the Analysis of Financial Stress |
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| Author:
| Rebonato, Riccardo |
| Series title: | The Wiley Finance Ser. |
| ISBN: | 978-0-470-66601-2 |
| Publication Date: | Jul 2010 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Hardback |
| List Price: | USD $80.00 |
Book Description:
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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.
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.