Основной контент книги Coherent Stress Testing. A Bayesian Approach to the Analysis of Financial Stress
Tekst PDF
Maht 241 lehekülg
Coherent Stress Testing. A Bayesian Approach to the Analysis of Financial Stress
autor
Riccardo Rebonato
€99,48
Raamatust
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by introducing a new and very intuitively appealing approach to stress testing based on expert judgement and Bayesian networks. It constitutes a radical departure from the traditional statistical methodologies based on Economic Capital or Extreme-Value-Theory... Edasi
Žanrid ja sildid
Logi sisse, et hinnata raamatut ja jätta arvustus
Raamat Riccardo Rebonato «Coherent Stress Testing. A Bayesian Approach to the Analysis of Financial Stress» — loe veebis. Jäta kommentaare ja arvustusi, hääleta lemmikute poolt.
Vanusepiirang:
0+Ilmumiskuupäev Litres'is:
31 märts 2018Objętość:
241 lk ISBN:
9780470667361Üldsuurus:
2.3 МБLehekülgede koguarv:
241Õiguste omanik:
John Wiley & Sons Limited