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Economics/Finances Bayesian Methods In Finance (Frank J. Fabozzi Series) [REPOST]

Posted on 2010-03-15




Name:Economics/Finances Bayesian Methods In Finance (Frank J. Fabozzi Series) [REPOST]
ASIN/ISBN:0471920830
Language:English
File size:2.9 Mb
Publish Date: 2008
ISBN: 0471920830
File Type: PDF
Pages: 329 pages
File Size: 2.9 mb
Other Info: Wiley
   Economics/Finances Bayesian Methods In Finance (Frank J. Fabozzi Series)   [REPOST]

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Bayesian Methods In Finance (Frank J. Fabozzi Series) [REPOST]

Authors: Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. Fabozzi


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.

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