<i>Bayesian Methods in Finance</i> 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.

Bayesian Methods in Finance

Business & Money

Fabozzi, Frank J.

Hsu, John S. J.

Rachev, Svetlozar T.

Bagasheva, Biliana S.

Economics

wiley

<p>This exposition of the Bayesian approach to statistics at a level suitable for final year undergraduate and Masters students is unique in presenting its subject with a practical flavor and an emphasis on mainstream statistics. It shows how to infer scientific, medical, and social conclusions from numerical data. The authors draw on many years of experience with practical and research programs and describe many new statistical methods, not available elsewhere. It will be essential reading for all statisticians, statistics students, and related interdisciplinary researchers.</p>

Bayesian Methods: An Analysis for Statisticians and Interdisciplinary Researchers (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 5)

Science & Math

Leonard, Thomas

Mathematics

Cambridge University Press

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