Bayesian methods in finance /

Bayesian methods in finance /

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Bibliographic Details
Imprint:	Hoboken, N.J. : Wiley, c2008.
Description:	xviii, 329 p. : ill., charts ; 24 cm.
Language:	English
Series:	The Frank J. Fabozzi series Frank J. Fabozzi series.
Subject:	Finance -- Mathematical models. Bayesian statistical decision theory. Bayesian statistical decision theory. Finance -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/6825611

Hidden Bibliographic Details
Other authors / contributors:	Rachev, S. T. (Svetlozar Todorov)
ISBN:	0471920835 (hbk.) 9780471920830 (hbk.)
Notes:	Includes bibliographical references (p. 298-309) and index. 20110407
Summary:	"The aim of Bayesian Methods in Finance is to provide an overview of the theory of Bayesian methods and explain their real-world applications to financial modeling. While the principles and concepts explained in 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 offers both students of finance and practitioners an invaluable resource in the form of a previously unavailable, highly accessible, unified look at the use of the Bayesian methodology - as well as numerical computational methods - in financial models and asset management."--BOOK JACKET.

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Call Number:	HG176.5 .B39 2008
c.1	Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian