Bayesian risk management : a guide to model risk and sequential learning in financial markets / Matt Sekerke.
A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. Bayesian Risk Management details a more flexibl...
Saved in:
| Online Access: |
Full Text (via Wiley) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2015]
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| Subjects: |
Internet
Full Text (via Wiley)Online
| Call Number: |
HG106
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| HG106 | Available |