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Coherent stress testing : a Bayesian approach to the analysis of financial stress /

Rebonato, Riccardo.

Coherent stress testing : a Bayesian approach to the analysis of financial stress / Riccardo Rebonato. - Chichester, West Sussex : John Wiley, 2010. - xi, 227 p. : ill. ; 25 cm.

ISBN: 9780470666012 (hardback) RM226.80 0470666013 (hardback)

Subjects--Topical Terms:
Risk management.
Probabilities.
Bayesian statistical decision theory.

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Coherent stress testing : a Bayesian approach to the analysis of financial stress /

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