Bayesian Methods
An accessible overview of the theory and practice of Bayesian Methods in FinanceThis first-of-its-kind book explains and illustrates the fundamentals of the Bayesian methodology and their applications to finance in clear and accessible terms.Bayesian Methods in Finance provides a unified examination of the use of Bayesian theory and practice in portfolio and risk management-explaining the concepts and techniques that can be applied to real-world financial problems.This book is a guide to using Bayesian methods and, notably, the Markov Chain Monte Carlo toolbox to: incorporate prior views of an analyst or a fund manager into the asset allocati…
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Produktdetails
Weitere Autoren: Bagasheva / Fabozzi
- ISBN: 978-0-471-92083-0
- EAN: 9780471920830
- Produktnummer: 2566033
- Verlag: John Wiley & Sons
- Sprache: Englisch
- Erscheinungsjahr: 2008
- Seitenangabe: 352 S.
- Masse: H23.8 cm x B16.5 cm x D2.9 cm 589 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 589
Über den Autor
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.
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