Bayesian Methods in Finance

Bayesian Methods in Finance - The Frank J. Fabozzi Series

Hardback (11 Mar 2008)

Save $29.93

  • RRP $94.88
  • $64.95
Add to basket

Includes delivery to the United States

10+ copies available online - Usually dispatched within two working days

Publisher's Synopsis

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.

Book information

ISBN: 9780471920830
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 332.01519542
DEWEY edition: 22
Language: English
Number of pages: 329
Weight: 572g
Height: 154mm
Width: 231mm
Spine width: 33mm