Bayesian risk management : a guide to model risk and sequential learning in financial markets /

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A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. Bayesian Risk Management details a more flexibl...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Sekerke, Matt
Format: Électronique eBook
Langue:Inglés
Publié: Hoboken, New Jersey : John Wiley & Sons, Inc., [2015]
Collection:Online access with DDA: Askews (Economics)
Sujets:
Finance > Mathematical models.
Financial risk management > Mathematical models.
Bayesian statistical decision theory.
Finances > Modèles mathématiques.
Finances > Gestion du risque > Modèles mathématiques.
Théorie de la décision bayésienne.
BUSINESS & ECONOMICS > Finance.
Bayesian statistical decision theory
Finance > Mathematical models
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Bayesian risk management : a guide to model risk and sequential learning in financial markets /
par Sekerke, Matt
Publié 2015
Texto completo (Requiere registro previo con correo institucional)
Électronique eBook
Search Result 2
Bayesian risk management : a guide to model risk and sequential learning in financial markets /
par Sekerke, Matt
Publié 2015
Texto completo
Électronique eBook
Afficher toutes les versions (3)

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