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

By: Rebonato, RiccardoContributor(s): John Wiley & Sons [pbl]Material type: TextTextPublication details: Chichester : Wiley, 2010. Description: XI, 227 s. : il. ; 25 cmContent type: Tekst Media type: Bez urządzenia pośredniczącego Carrier type: WoluminISBN: 9780470666012Subject(s): Zarządzanie ryzykiem | Rachunek prawdopodobieństwa | Statystyka Bayesa
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Item type Current library Call number Copy number Status Date due Barcode
Reference collection Reference collection BUEK Wypożyczalnia 320135 330.43 Available 1000320135

Bibliogr. s. 213-216. Indeks.