Cover of Bayesian Methods by Rachev, Bagasheva, Fabozzi, ISBN 9780471920830
Finance

Bayesian Methods

FRANK J FABOZZI BAYESIAN METHO

Contributor(s): Author , Author , Author Format: Hardback

Hardback Β· ISBN 9780471920830

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Key Specifications

ISBN 9780471920830
Subtitle FRANK J FABOZZI BAYESIAN METHO
Publisher John Wiley & Sons
Publication date January 2008
Language English
MRP Β£75.00 GBP
Page count 352
Item weight 141 g
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.