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

著者

• Rebonato, Riccardo

書誌事項

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

Riccardo Rebonato

Wiley, 2010

注記

Includes bibliographical references (p. 213-216) and index

• NII書誌ID(NCID): BB03335946
• ISBN:
  • 9780470666012
• LCCN: 2010005778
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chichester
• ページ数/冊数: xi, 227 p.
• 大きさ: 25 cm
• 分類:
  • LCC : HD61
  • DC22 : 658.15501519542
• 件名:
  • LCSH : Risk management -- Mathematical models
  • LCSH : Bayesian statistical decision theory
  • LCSH : Probabilities