Bayesian methods in finance

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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Year of publication:	[2008]
Authors:	Račev, Svetlozar T. ; Hsu, John S. J. ; Bagasheva, Biliana S. ; Fabozzi, Frank J.
Publisher:	Hoboken, N.J. : Wiley
Subject:	Schätztheorie \| Estimation theory \| Bayes-Statistik \| Bayesian inference \| Portfolio-Management \| Portfolio selection \| CAPM \| Finanzmathematik \| Bayes-Verfahren \| Portfoliomanagement \| Risikomanagement

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Erscheint auch als (Druck-Ausgabe):

Račev, Svetlozar T. *1951-*. Bayesian methods in finance. - Hoboken, N.J. : Wiley, 2008. - XVIII, 329 S.

Persistent link: https://www.econbiz.de/10012684397