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Type: BOOK - Published: 2015-09-15 - Publisher: John Wiley & Sons
A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective
Language: en
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Type: BOOK - Published: 2012-11-07 - Publisher: CRC Press
Although many Bayesian Network (BN) applications are now in everyday use, BNs have not yet achieved mainstream penetration. Focusing on practical real-world pro
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Pages: 661
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Type: BOOK - Published: 2018-09-03 - Publisher: CRC Press
Since the first edition of this book published, Bayesian networks have become even more important for applications in a vast array of fields. This second editio
Language: en
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Type: BOOK - Published: 2008-05-08 - Publisher: Springer Science & Business Media
This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent
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In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalue