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Bayesian methods in finance

By: Material type: TextTextSeries: The Frank J. Fabozzi seriesPublication details: 2008 Wiley New JerseyDescription: xviii, 329 pISBN:
  • 9780471920830
Subject(s): DDC classification:
  • 332.01519542 R2B2
Summary: 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)
List(s) this item appears in: Finance
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Item type Current library Item location Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 17-B / Slot 635 (0 Floor, West Wing) General Stacks 332.01519542 R2B2 (Browse shelf(Opens below)) Available 171303

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)

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