Bayesian Methods in Finance

Book Name : Bayesian Methods in Finance

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

Sub Title : NA

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

Subject Category : Economics

Read online, or download PDF file

about this book

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. Wiley; May 2008 ISBN 9780470249246 Read online, or download in secure PDF format Title: Bayesian Methods in Finance Author: Svetlozar T. Rachev; John S. J. Hsu; Biliana S. Bagasheva; Frank J. Fabozzi Imprint: Wiley Subject categories Economics > Economic history and conditions Business > Finance Social Sciences ISBNs 0470249242 9780471920830 9780470249246 About The Author Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc. John S. J. Hsu, PhD, is Professor of Statistics and Applied Probability at the University of California, Santa Barbara. Biliana S. Bagasheva, PhD, has research interests in the areas of risk management, portfolio construction, Bayesian methods, and financial econometrics. Currently, she is a consultant in London. Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.

About The authore

Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc.

Related subjects

Economics - Economic history and conditions Business - Finance Social Sciences

ISBN

0470249242 - 9780471920830 - 9780470249246

In The Press:

NA

Imprint

Wiley