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This book presents a comprehensive approach to applying Bayesian statistical methods in finance. It integrates theory with practical applications, covering portfolio management, risk analysis, and financial modeling. Designed for financial professionals, researchers, and advanced students, it emphasizes modern computational techniques and real-world examples to facilitate decision-making under uncertainty. The text is suitable for both academic study and professional reference in quantitative finance.
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Edition: 1st
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Publisher: John Wiley & Sons, Incorporated
Publishing Year: 2008
ISBN: 978-0-471-92083-0
Pages: 329