Bayesian Methods in Finance

Name: Bayesian Methods in Finance
SKU: 3084879
Price: 140.00 NZD
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Hardback

Series:

Frank J. Fabozzi Series

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Description

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.

Author Biography:

Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc. John S. J. Hsu, PhD, is Professor of Statistics and Applied Probability at the University of California, Santa Barbara. Biliana S. Bagasheva, PhD, has research interests in the areas of risk management, portfolio construction, Bayesian methods, and financial econometrics. Currently, she is a consultant in London. Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.

Release date NZ

March 11th, 2008

Author

Audience

Professional & Vocational

Pages

329

Series

Frank J. Fabozzi Series

Dimensions

163x236x31

ISBN-13

9780471920830

Product ID

3084879

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