Search Results for: Bayesian Risk Management

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

Although many Bayesian Network (BN) applications are now in everyday use, BNs have not yet achieved mainstream penetration. Focusing on practical real-world pro

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

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalue