Published Year: 2008
Page count: 352
File Size: 3 MB
Language: English
Published by: Wiley
Visited by: 229
Rating/Review: 4.6
ISBN: 0471920835
9780471920830
9780470249246

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Bayesian Methods in Finance

4.6

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Unordered Finance English

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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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