Coherent stress testing : a Bayesian approach to the analysis of financial stress
Riccardo Rebonato
| Year of publication: |
2010
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Publisher: |
Chichester : Wiley |
| Subject: | Bank | Risikomanagement | Bayes-Verfahren |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XI, 227 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-0-470-66601-2 ; 0-470-66601-3 |
| Source: |
Persistent link: https://www.econbiz.de/10004960035