Книги
Coherent Stress Testing
Rebonato, R. Coherent Stress Testing : A Bayesian Approach to the Analysis of Financial Stress / R. Rebonato. — Chichester : J.Wiley & Sons, 2010. — 227 p.. — 2719.20 р.
Rebonato, R., (2010), Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress, Chichester: J.Wiley & Sons, 2010, 227 p., GB.
Rebonato R. Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress. Chichester: J.Wiley & Sons; 2010. 227 p.
Поделиться
Вконтакте 
Одноклассники 
Telegram -
УДК:336
Рекомендовано к ознакомлению
- 1. Cristoffersen, P.F. Elements of Financial Risk Management / P. F. Cristoffersen. — 2nd ed.. — Waltham : Elsevier, 2012. — XVI, 326 p.. — ISBN 978-0-12-374448-7.
- 2. Ozdemir, B. ORSA: design and implementation / B. Ozdemir. — London : Incisive Risk Information Limited, 2015. — XIV, 260 p.. — ISBN 978-1-78272-208-3.
- 3. Sharma, S. Risk transparency / S. Sharma. — London : Risk Books, 2013. — 427 p.. — (Risk Executive Reports). — ISBN 9781906348809.
- 4. Saunders, A. Credit Risk Measurement In and Out of the Financial Crisis / A. Saunders, L. Allen. — 3rd. ed.. — Hoboken : J.Wiley & Sons, 2010. — 380 p.. — (Wiley Finance).
- 5. Alexander, C. Market Risk Analisis / C. Alexander. — Chichester : J.Wiley & Sons, 2010. — 290 p.
- 6. The Known, the Unknown, and the Unknowable in Financial Risk Management / ed.: F. X. Diebold, N. A. Doherty, R. J. Herring. — Princeton : Princeton University Press, 2010. — 380 p.. — ISBN 978-0-691-12883-2.
- 7. Cesarone, F. Computational Finance / F. Cesarone. — London : Routledge, 2021. — 236 p.. — (Routledge-Giappichelli Business and Management). — ISBN 978-0-367-49293-9.
- 8. Choudhry, M. An Introduction to Value-at-Risk / M. Choudhry. — 5th ed.. — Chichester : J.Wiley & Sons, 2013. — 200 p.. — ISBN 9781118316726.
- 9. Alexander, C. Market Models / C. Alexander. — Chichester : J.Wiley & Sons, 2008. — 494 p.
- 10. Regional Seminar on Financial Stability / National Bank of Romania. — Sinaia :2008. — 222 p.
Отзывы читателей
0