Rethinking risk measurement and reporting /
Rethinking risk measurement and reporting /
edited by Klaus Böcker.
- London : Risk Books, c2010.
- 2 v. : ill. ; 24 cm.
Includes bibliographical references and indexes.
v. 1. Uncertainty, Bayesian analysis and expert judgement -- v. 2. Examples and applications from finance.
This book provides techniques and tools for a more effective risk management framework. It will raise the reader's awareness of model and parameter uncertainty when using mathematical models in financial risk management.
9781906348403 (v. 1 : pbk.) 9781906348502 (v. 2 : pbk.)
GBB141740 bnb
Uncertainty -- Mathematical models.
Bayesian statistical decision theory
Financial risk management.
338.5
Includes bibliographical references and indexes.
v. 1. Uncertainty, Bayesian analysis and expert judgement -- v. 2. Examples and applications from finance.
This book provides techniques and tools for a more effective risk management framework. It will raise the reader's awareness of model and parameter uncertainty when using mathematical models in financial risk management.
9781906348403 (v. 1 : pbk.) 9781906348502 (v. 2 : pbk.)
GBB141740 bnb
Uncertainty -- Mathematical models.
Bayesian statistical decision theory
Financial risk management.
338.5