000 01197nam a2200289 a 4500
001 CBN000000401
005 20151013135929.0
008 020813s2010 enka 001 0 eng d
015 _aGBB141740
_2bnb
020 _a9781906348403 (v. 1 : pbk.)
020 _a9781906348502 (v. 2 : pbk.)
040 _aCBNCAT
082 _a338.5
_222
245 1 0 _aRethinking risk measurement and reporting /
_c edited by Klaus Böcker.
260 _aLondon :
_b Risk Books,
_c c2010.
300 _a 2 v. :
_b ill. ;
_c 24 cm.
504 _aIncludes bibliographical references and indexes.
505 _av. 1. Uncertainty, Bayesian analysis and expert judgement -- v. 2. Examples and applications from finance.
520 _aThis 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.
590 _aoif 09/09/14
591 _aLoan
650 0 _aUncertainty
_x Mathematical models.
650 _aBayesian statistical decision theory
650 _aFinancial risk management.
700 _aBöcker, Klaus.
942 _2ddc
_cBOOK
999 _c1329
_d1329