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Coherent stress testing :a Bayesian ...

Rebonato, Riccardo.

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	658.15/501519542
書名/作者:	Coherent stress testing : : a Bayesian approach to the analysis of financial stress // Riccardo Rebonato.
作者:	Rebonato, Riccardo.
出版者:	Chichester, West Sussex, UK : : John Wiley,, 2010.
面頁冊數:	xi, 227 p. : : ill. ;; 25 cm.
標題:	Risk management.
標題:	Probabilities.
標題:	Bayesian statistical decision theory.
ISBN:	9780470666012 (hbk.) :
書目註:	Includes bibliographical references (p. 213-216) and index.
電子資源:	http://www.loc.gov/catdir/enhancements/fy1007/2010005778-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy1007/2010005778-t.html

Coherent stress testing :a Bayesian approach to the analysis of financial stress /
Rebonato, Riccardo.

Coherent stress testing :a Bayesian approach to the analysis of financial stress /Riccardo Rebonato. - Chichester, West Sussex, UK :John Wiley,2010. - xi, 227 p. :ill. ;25 cm.

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

ISBN: 9780470666012 (hbk.) :NTD 1,893Subjects--Topical Terms:

226935
Risk management.

Dewey Class. No.: 658.15/501519542

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