Bayesian methods in finance / Svetlozar T. Rachev [and others]
Provides an overview of the theory and practice of Bayesian methods in finance. This book explains and illustrates the foundations of the Bayesian methodology and provides a unified examination of the use of the Bayesian theory and practice to analyze and evaluate asset management.
Saved in:
| Online Access: |
Full Text (via ProQuest) |
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| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. : Chichester :
Wiley ; John Wiley [distributor],
©2008.
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| Series: | Frank J. Fabozzi series.
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| Subjects: |
| Summary: | Provides an overview of the theory and practice of Bayesian methods in finance. This book explains and illustrates the foundations of the Bayesian methodology and provides a unified examination of the use of the Bayesian theory and practice to analyze and evaluate asset management. |
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| Physical Description: | 1 online resource (xviii, 329 pages) : illustrations, charts. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781119202141 1119202140 9780470249246 0470249242 1281217263 9781281217264 |