Welcome to IOU Digital Library

This book presents a Bayesian framework for analyzing financial stress. It focuses on coherent stress testing, combining risk management theory with practical applications in financial systems.

no reviews

245: $a: Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
245: $b:
082: $a:
100: $a: Riccardo Rebonato
650: $a: Analysis of Financial
250: $a:
440: $v:
250: $b: John Wiley & Sons, Limited
250: $c: 2010
020: $a: 978-0-470-66601-2
300: $a: 227