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Textbook

Bayesian Methods in Finance

ISBN: 978-0-471-92083-0
Hardcover
329 pages
February 2008, ©2008
List Price: US $95.00
Government Price: US $48.45
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Bayesian Methods in Finance (0471920835) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

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.
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