Bayesian Methods in Finance Hardback
by Svetlozar T. (University of California, Santa Barbara) Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. (School of Management, Yale University) Fabozzi
Part of the Frank J. Fabozzi Series series
Hardback
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Description
Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling.
While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management—since these are the areas in finance where Bayesian methods have had the greatest penetration to date.
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:329 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:11/03/2008
- Category:
- ISBN:9780471920830
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:329 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:11/03/2008
- Category:
- ISBN:9780471920830