书目详细信息
： Bayesian risk management :
书目信息 机读格式(MARC)
| ISBN： | 9781118708606 (cloth) |
|---|---|
| ISBN： | 1118708601 (cloth) |
| 编目源： | DLC DLC OCLCO BDX YDXCP KSU UtOrBLW |
| 个人名称： | Sekerke, Matt, |
| 题名： | Bayesian risk management : a guide to model risk and sequential learning in financial markets / Matt Sekerke. |
| 索书号： | F830.49/S463E |
| 载体形态： | xvi, 219 pages : illustrations ; 24 cm. |
| 书目附注： | Includes bibliographical references (pages 207-211) and index. |
| 格式化内容附注： | Models for discontinuous markets -- Capturing uncertainty in statstical models -- Prior knowledge, parameter uncertainty, and estimation -- Model uncertainty -- Sequential learning with adaptive statistical models -- Introduction to sequential modeling -- Bayesian inference in state-space time series models -- Sequential Monte Carlo inference -- Sequential models of financial risk -- Volatility modeling -- Asset-pricing models and hedging -- Bayesian risk management -- From risk measurement to risk management. |