Bayesian Methods in Finance
Download or Read eBook Bayesian Methods in Finance PDF written by Svetlozar T. Rachev and published by John Wiley & Sons. This book was released on 2008-02-13 with total page 351 pages. Available in PDF, EPUB and Kindle.
| Author | : Svetlozar T. Rachev |
| Publisher | : John Wiley & Sons |
| Total Pages | : 351 |
| Release | : 2008-02-13 |
| ISBN-10 | : 9780470249246 |
| ISBN-13 | : 0470249242 |
| Rating | : 4/5 (46 Downloads) |
Book Synopsis Bayesian Methods in Finance by : Svetlozar T. Rachev
Book excerpt: 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.
