[PDF.75qk] Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series)

Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series)

[PDF.ys16] Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series)

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 | #1879416 in eBooks |  2010-05-21 |  2010-05-21 | File type: PDF

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||18 of 21 people found the following review helpful.| powerful intutions, weaker on technical details|By S. Matthews|The intutive ideas here are original and valuable, but the technical follow-through is weak.

The positive side is the idea that you can associate sets of stress scenarios with probabilities using graphical models, and the advantages of doing this.

There are some issues, however.

Re|From the Inside Flap|“Rebonato’s refreshingly original book is the most significant advance in financial risk management in many years. It is rigorous yet thoroughly practical, proposing an operational Bayesian framework that complements purely stati

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 cons...

You can specify the type of files you want, for your device.Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series)   |  Riccardo Rebonato.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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