Coherent stress testing : a Bayesian approach to the analysis of financial stress
Riccardo Rebonato
| Year of publication: |
2010 ; 1. publ.
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Publisher: |
Chichester : Wiley |
| Subject: | Risikomanagement | Risk management | Wahrscheinlichkeitsrechnung | Probability theory | Bayes-Statistik | Bayesian inference | Mathematische Optimierung | Mathematical programming | Bank | Bayes-Verfahren |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XI, 227 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 213 - 216 |
| ISBN: | 0-470-66601-3 ; 978-0-470-66601-2 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490189