Bayesian methods in finance
- ISBN: 9780471920830
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2008
- Lugar de la edición: West Sussex. Reino Unido
- Colección: The Frank J. Fabozzi series
- Encuadernación: Cartoné
- Medidas: 22 cm
- Nº Pág.: 315
- Idiomas: Inglés
The aim of Bayesian Methods in Finance is to provide an overview of the theory of Bayesian methods and explain their real-world applications to financial modeling. While the principles and concepts explained in 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. Bayesian Methods in Finance offers both students of finance and practitioners an invaluable resource in the form of a previously unavailable, highly accessible, unified look at the use of the Bayesian methodology - as well as numerical computational methods - in financial models and asset management.
Auts. Svetlozart T. Rachev...[et.al]
