Coherent Stress Testing

by Riccardo Rebonato

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...

• Format: Hardcover
• Language: English
• ISBN: 0470666013
• ISBN13: 9780470666012
• Release Date: July 2010
• Publisher: Wiley
• Length: 240 Pages
• Weight: 1.30 lbs.
• Dimensions: 1.0" x 6.5" x 9.6"