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Bayesian Methods in FinanceBayesian 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
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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.
Binding Type: Hardcover
Publisher: Wiley
Published: 02/01/2008
ISBN: 9780471920830
Pages: 329
Weight: 1.21lbs
Size: 9.13h x 6.35w x 1.16d
Binding Type: Hardcover
Publisher: Wiley
Published: 02/01/2008
ISBN: 9780471920830
Pages: 329
Weight: 1.21lbs
Size: 9.13h x 6.35w x 1.16d
Bayesian Methods in Finance
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