Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress

Coherent Stress Testing:A Bayesian Approach to the Analysis of Financial Stress

by: Rebonato, Riccardo

Publisher: Wiley(2010/6/10)

Edition: 1

Language: English

ISBN-13: 9780470666012

e-ISBN-13: 9780470971482