A Bayesian approach to stress testing and scenario analysis
Riccardo Rebonato
| Year of publication: |
2010
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 8.2010, 3, p. 80-92
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009910834