Research and Markets


Printer Friendly

Printed from http://www.researchandmarkets.com/reports/588748


Bayesian Methods in Finance


Description: An Accessible Overview of the Theory And Practice of Bayesian Methods in Finance

Bayesian Methods in Finance explains and illustrates the foundations of the Bayesian methodology in clear and accessible terms. It provides a unified examination of the use of the Bayesian theory and practice to analyze and evaluate asset management. With this book as their guide, readers will learn how to use Bayesian methods, and notably, the Markov Chain Monte Carlo toolbox, to incorporate the prior views of a fund manager into the asset allocation process, estimate and predict volatility, improve risk forecasts, calculate option prices, and combine the conclusions of different models. Bayesian Methods in Finance clearly shows readers how to apply this approach to the world of investment management, risk management, asset pricing, and corporate finance.

Authors bio:
Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc.

John S. J. Hsu, PhD, is Professor of Statistics and Applied Probability at the University of California, Santa Barbara.

Biliana S. Bagasheva, PhD, has research interests in the areas of risk management, portfolio construction, Bayesian methods, and financial econometrics. Currently, she is a consultant in London.

Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.


Contents: 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.




Ordering: Order Online - visit http://www.researchandmarkets.com/reports/588748

Order by Fax - using the order form below

Order By Post - print the order form below and send to

Research and Markets,
Guinness Centre,
Taylors Lane,
Dublin 8,
Ireland.


Research and Markets Page 1 of 2
Printed 15/02/2012 07:34:04
Fax Order Form
To place an order via fax simply print this form, fill in the information below and fax the completed form to
646-607-1907 (from USA) or +353 1 6849977 (from Rest of World). If you have any questions please email help@researchandmarkets.net

Order information
Please verify that the product information is correct and select the format you require.
Product Name:
Bayesian Methods in Finance
Web Address:
http://www.researchandmarkets.com/reports/588748
Office Code:
OC8IHINLSNNSS

Report formats
Please enter the quantity of the report format you require.

Format Quantity Price
Hard Copy €77.00 + EUR€ 25.00 Shipping/Handling *
* Shipping/Handling is only charged once per order.


Contact information
Please enter all the information below in BLOCK CAPITALS.

First Name:   Last Name:  
Email Address:
Job Title:
Organisation:
Address:
City:
Postal/Zip Code:
Country:
Phone Number:
Fax Number:


Please fax this form to:
(646) 607-1907 or (646) 964-6609 (from USA)
+353-1-481-1716 or +353-1-653-1571 (from Rest of World)
Research and Markets Page 2 of 2
Printed 15/02/2012 07:34:04

Payment information

Please indicate the payment method you would like to use by selecting the appropriate box.

 Pay by Credit Card:
American Express
Diners Club
Master Card
Visa
Cardholder's Name:
Cardholder's Signature:
Expiry Date: /
Card Number:
CVV Security Code:
Issue Date: /   (Diners Club only)


 Pay by Check:
Please post the check, accompanied by this form, to:

Research and Markets,
Guinness Centre,
Taylors Lane,
Dublin 8,
Ireland.


 Pay by Wire Transfer:
Please transfer funds to:

Account number: 83313083
Sort code: 98-53-30
Swift code: ULSBIE2D
IBAN number: IE78ULSB98533083313083
Bank Address: Ulster Bank,
27-35 Main St,
Blackrock,
Co. Dublin,
Ireland.
If you have a Marketing Code please enter it below:
Marketing Code:


Please note that by ordering from Research and Markets you are agreeing to our Terms and Conditions at http://www.researchandmarkets.com/info/terms.asp

Please fax this form to:
(646) 607-1907 or (646) 964-6609 (from USA)
+353-1-481-1716 or +353-1-653-1571 (from Rest of World)