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Bayesian Methods in Finance, Hardcover by Rachev, Svetlozar T.; Hsu, John S. J.; Bagasheva, Biliana S.; Fabozzi, Frank J., ISBN 0471920835, ISBN-13 9780471920830, Like New Used, Free P&P in the UK
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 th 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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