ISBN: 9780470666012 - coherent stress testing: a bayesian approach to the analysis of financial stress (the wiley finance series) (11 Ergebnisse)

Hardback. Zustand: Good. 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.

Hardcover. Zustand: Good. No Jacket. Former library book; Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

Hardback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Hardcover. Zustand: As New. Zustand des Schutzumschlags: As New. 1st Edition. As brand new.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In English.

Zustand: New. pp. xi + 227 Illus.

Zustand: New. 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. Series: Wiley Finance Series. Num Pages: 240 pages, Illustrations. BIC Classification: KF; KJMV1. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 23. Weight in Grams: 580. . 2010. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Zustand: Brand New. 1st edition. 238 pages. 9.61x6.54x1.02 inches. In Stock.

Gebunden. Zustand: New. 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 presenta.

Buch. Zustand: Neu. Neuware - 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 networks. It constitutes a radical departure from the traditional statistical methodologies based on Economic Capital or Extreme-Value-Theory approaches.The book is split into four parts. Part I looks at stress testing and at its role in modern risk management. It discusses the distinctions between risk and uncertainty, the different types of probability that are used in risk management today and for which tasks they are best used. Stress testing is positioned as a bridge between the statistical areas where VaR can be effective and the domain of total Keynesian uncertainty. Part II lays down the quantitative foundations for the concepts described in the rest of the book. Part III takes readers through the application of the tools discussed in part II, and introduces two different systematic approaches to obtaining a coherent stress testing output that can satisfy the needs of industry users and regulators. In part IV the author addresses more practical questions such as embedding the suggestions of the book into a viable governance structure.…