Bayesian Methods in Finance

by Svetlozar T. Rachev

2021-01-01 01:03:07

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 mode... Read more
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. Less

Book Details

File size9.3 X 6.4 X 1.2 in
Print pages329
PublisherWiley
Publication date February 8, 2008
LanguageEnglish
ISBN9780471920830

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