Coherent stress testing: a Bayesian approach to the analysis of financial stress / Riccardo Rebonato.
2010
HD61 .R42 2010
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Details
Title
Coherent stress testing: a Bayesian approach to the analysis of financial stress / Riccardo Rebonato.
Author
Rebonato, Riccardo.
ISBN
9780470666012
Publication Details
Hoboken, NJ : Wiley, 2010.
Language
English
Description
xi, 227 p.
Call Number
HD61 .R42 2010
Dewey Decimal Classification
658.15/501519542
Access Note
Access limited to authorized users.
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