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Cover of Coherent Stress Testing

Coherent Stress Testing

A Bayesian Approach to the Analysis of Financial Stress

by REBONATO

Wiley · 2010

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About this book

Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress is written by REBONATO. This edition from Wiley (2010) has 240 pages.

Topics covered include Probabilities, Risk management and Bayesian statistical decision theory.

Book details

ISBN-13
9780470666012
ISBN-10
0470666013
Author
REBONATO
Publisher
Wiley
Published
2010
Edition
1
Pages
240
Language
English
Condition
New

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