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Bayesian methods in finance /
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. : Chichester :
Wiley ; John Wiley [distributor],
©2008.
|
| Colección: | Frank J. Fabozzi series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
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 | ||
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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. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Bayesian statistical decision theory. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Théorie de la décision bayésienne. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Bayesian statistical decision theory |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 700 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) |1 https://id.oclc.org/worldcat/entity/E39PBJccfqK3796BQWTf36Dcyd | |
| 758 | |i has work: |a Bayesian methods in finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGxFX9GPxMbbck3QHqDVVK |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 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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