| ISBN： | 9781118708606 |
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| 语种代码： | eng |
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| 个人名称： | Sekerke, Matt |
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| 题名： | Bayesian risk management : a guide to model risk and sequential learning in financial markets / Matt Sekerke. |
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| 出版发行项： | Hoboken, New Jersey : John Wiley & Sons, Inc., [2015] |
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| 载体形态： | xvi, 219 pages : illustrations ; 24 cm. |
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| 书目附注： | Includes bibliographical references (pages 207-211) and index. |
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| 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. |
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