TY  - BOOK
AU  - Rachev, Svetlozar T.
TI  - Bayesian methods in finance
SN  - 9780471920830
U1  - 332.01519542 
PY  - 2008///
CY  - New Jersey
PB  - Wiley
KW  - Bayesian statistical decision theory
KW  - Finance --Mathematical models
N2  - 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. (LOC)
ER  -