Coherent stress testing: A bayesian approach to the analysis of financial stress

Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress

Volumn , Issue , 2010, Pages 1-227

  Rebonato, Riccardo ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85100665264     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118374719     Document Type: Book

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