Description: Preface. About the Authors. Chapter 1. Introduction. Chapter 2. The Bayesian Paradigm. Chapter 3. Prior and Posterior Information, Predicative Inference. Chapter 4. Bayesian Linear Regression Model. Chapter 5. Bayesian Numerical Computation. Chapter 6. Bayesian Framework for Portfolio Allocation. Chapter 7. Prior Beliefs and Asset Pricing Models. Chapter 8. The Black-Litterman Portfolio Selection Framework. Chapter 9. Market Efficiency and return Predictability. Chapter 10. Volatility Models. Chapter 11. Bayesian Estimation of ARCH-Type Volatility Models. Chapter 12. Bayesian Estimation of Stochastic Volatility Models. Chapter 13. Advanced Techniques for Bayesian Portfolio Selection. Chapter 14. Multifactor Equity Risk Models. References. Index.
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EAN: 9780471920830
UPC: 9780471920830
ISBN: 9780471920830
MPN: N/A
Book Title: Bayesian Methods in Finance (Frank J. Fabozzi Seri
Number of Pages: 352 Pages
Publication Name: Bayesian Methods in Finance
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1.2 in
Subject: Probability & Statistics / Stochastic Processes, Finance / General, Probability & Statistics / Bayesian Analysis
Publication Year: 2008
Item Weight: 19.7 Oz
Type: Textbook
Subject Area: Mathematics, Business & Economics
Item Length: 9.3 in
Author: Biliana S. Bagasheva, Frank J. Fabozzi, John S. J. Hsu, Svetlozar T. Rachev
Item Width: 6.4 in
Series: Frank J. Fabozzi Ser.
Format: Hardcover
