Plight of the Fortune Tellers: Why we need to manage financial risk differently

Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently

Volumn , Issue , 2010, Pages 1-272

  Rebonato, Riccardo ^a  

^a NONE

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EID: 84924192913     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Book

References (11)

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3. Kwiatkowski, J., and R. Rebonato, (2010), "A Coherent Aggregation Framework for Stress Testing and Scenario Analysis," Applied Mathematical Finance, forthcoming.
4. Moore, A., (2001), Bayes Nets for Representing and Reasoning About Uncertainty, Carnegie Mellon University, http://www.autonlab.org/tutorials/bayesnet09.pdf, last accessed August 18, 2009.
5. Moskowitz, H., and R. K. Sarin, (1983), Improving the Consistency of Conditional Probability Assessment for Forecasting and Decision Making, Management Science, vol. 29, no. 6 (June 1983), pp. 735-749.
6. Neapolitan, R. E., (2003), Learning Bayesian Networks, Prentice Hall.
7. Paulson, H. M., (2010), On the Brink, Business Plus, Hachette Group, New York.
8. Pearl, J., (2009), Causality, Cambridge University Press, Cambridge, U.K.
9. Press,W. H., S. A. Teukolski,W. T. Vetterling, and B. P. Flannery, (1992), Numerical Recipes in Fortran 77: The Art of Scientific Computing, 2nd Edition, Cambridge University Press, Cambridge, U.K.
10. Rebonato, R., (2010), "A Bayesian Approach to Stress Testing and Scenario Analysis," Journal of Investment Management, vol. 8, no. 3, pp. 1-13.
11. Williamson, J., (2005), Bayesian Nets and Causality: Philosophical and Computational Foundations, Oxford University Press, Oxford, U.K.