Coherent stress testing [electronic resource] : a Bayesian approach to the analysis of financial stress / Riccardo Rebonato.

By: Contributor(s): Material type: TextTextPublication details: Hoboken, NJ : Wiley, 2010.Description: xi, 227 pSubject(s): Genre/Form: DDC classification:
  • 658.15/501519542 22
LOC classification:
  • HD61 .R42 2010eb
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Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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