Regular price €87.99
Title
A01=Biliana S. Bagasheva
A01=Frank J. Fabozzi
A01=John S. J. Hsu
A01=Svetlozar T. Rachev
accessible overview
Author_Biliana S. Bagasheva
Author_Frank J. Fabozzi
Author_John S. J. Hsu
Author_Svetlozar T. Rachev
bayesian
book
carlo
Category=KFF
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_nobargain
eq_non-fiction
examination
finance
firstofitskind
fund
guide
incorporate
markov
methods
monte
portfolio
practice
prior
theory
toolbox
unified
use
views

Product details

  • ISBN 9780471920830
  • Weight: 558g
  • Dimensions: 163 x 236mm
  • Publication Date: 11 Mar 2008
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
  • Product Form: Hardback
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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.

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.