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Item Details
| Title:
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BAYESIAN METHODS IN FINANCE
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| By: |
Svetlozar T. Rachev, John S.J. Hsu, Biliana S. Bagasheva |
| Format: |
Hardback |
| List price:
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£75.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0471920835 |
| ISBN 13: |
9780471920830 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
11 March, 2008 |
| Series: |
Frank J. Fabozzi Series |
| Pages: |
330 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
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