Bayesian Methods in Finance

By: Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. Fabozzi

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Hardcover | 23 January 2008 | Edition Number 1

At a Glance

Hardcover
352 Pages

Dimensions(cm)
23.5 x 16.0 x 2.2

Hardcover

RRP $157.95

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<i>Bayesian Methods in Finance</i> 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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