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Bayesian Methods in Finance
Svetlozar T. Rachev
€ 86.15
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Description for Bayesian Methods in Finance
Hardcover. Bayesian Methods in Finance explains and illustrates the foundations of the Bayesian methodology in clear and accessible terms. It provides a unified examination of the use of the Bayesian theory and practice to analyze and evaluate asset management. Series: Frank J. Fabozzi Series. Num Pages: 330 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 154 x 231 x 33. Weight in Grams: 572.
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.
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.
Product Details
Format
Hardback
Publication date
2008
Publisher
John Wiley and Sons Ltd United States
Number of pages
330
Condition
New
Series
Frank J. Fabozzi Series
Number of Pages
329
Place of Publication
New York, United States
ISBN
9780471920830
SKU
V9780471920830
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Svetlozar T. Rachev
Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc. John S. J. Hsu, PhD, is Professor of Statistics and Applied Probability at the University of California, Santa Barbara. Biliana ... Read more
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