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) |
|---|---|
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. : Chichester :
Wiley ; John Wiley [distributor],
©2008.
|
| Series: | Frank J. Fabozzi series.
|
| Subjects: |
MARC
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| 245 | 0 | 0 | |a Bayesian methods in finance / |c Svetlozar T. Rachev [and others] |
| 260 | |a Hoboken, N.J. : |b Wiley ; |a Chichester : |b John Wiley [distributor], |c ©2008. | ||
| 300 | |a 1 online resource (xviii, 329 pages) : |b illustrations, charts. | ||
| 336 | |a text |b txt |2 rdacontent. | ||
| 337 | |a computer |b c |2 rdamedia. | ||
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| 347 | |a data file. | ||
| 490 | 1 | |a Frank J. Fabozzi series. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a The Bayesian paradigm -- Prior and posterior information, predictive inference -- Bayesian linear regression model -- Bayesian numerical computation -- Bayesian framework for portfolio allocation -- Prior beliefs and asset pricing models -- The Black-Litterman portfolio selection framework -- Market efficiency and return predictability -- Volatility models -- Bayesian estimation of ARCH-type volatility models -- Bayesian estimation of stochastic volatility models -- Advanced techniques for Bayesian portfolio selection -- Multifactor equity risk models. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Bayesian statistical decision theory. | |
| 650 | 7 | |a Bayesian statistical decision theory. |2 fast |0 (OCoLC)fst00829019. | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398. | |
| 700 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) | |
| 776 | 0 | 8 | |i Print version: |t Bayesian methods in finance. |d Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], ©2008 |z 0471920835 |z 9780471920830 |w (OCoLC)72655606. |
| 830 | 0 | |a Frank J. Fabozzi series. | |
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