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商品詳細

Name: Bayesian Methods in Finance.
Author: Rachev, Svetlozar T. / Hsu, J. S. J. / Bagasheva, B. S. et al.
ISBN: 978-0-471-92083-0

Bayesian Methods in Finance. ファイナンスにおけるベイズ的方法

・ISBN 978-0-471-92083-0 cloth

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電子版あり大学・学術機関向け電子ブック（eBook）ISBN 978-1-119-20214-1

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著者・編者	Rachev, Svetlozar T. / Hsu, J. S. J. / Bagasheva, B. S. et al.,
シリーズ	Wiley Finance Series
出版社	(Wiley, US)
出版年月	2008
ページ数	329 pp.
言語	ENG
ニュース番号	＜535-353＞

解説

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.