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Bayesian Methods in Finance

Svetlozar T. Rachev · 2008

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About the book

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.

Book details

Year
2008
Language
English
Publisher
Wiley
Editions
3
Pages
352
ISBN
9780471920830

Data source: Wikidata

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