| 000 | 00906camuu2200253 a 4500 | |
| 001 | 000045428341 | |
| 005 | 20080324102407 | |
| 008 | 080305s2008 njuad b 001 0 eng d | |
| 020 | ▼a 0471920835 (hbk.) | |
| 020 | ▼a 9780471920830 (hbk.) | |
| 035 | ▼a (KERIS)BIB000011223225 | |
| 040 | ▼a 211023 ▼d 211009 | |
| 082 | 0 4 | ▼a 332.01519542 ▼2 22 |
| 090 | ▼a 332.01519542 ▼b B357 | |
| 245 | 0 0 | ▼a Bayesian methods in finance / ▼c Svetlozar T. Rachev ... [et al.]. |
| 260 | ▼a Hoboken, N.J. : ▼b Wiley ; ▼a Chichester : ▼b John Wiley [distributor] , ▼c 2008. | |
| 300 | ▼a xviii, 329 p. : ▼b ill., charts ; ▼c 24 cm. | |
| 440 | 0 | ▼a Frank J. Fabozzi series. |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Finance ▼x Mathematical models. |
| 650 | 0 | ▼a Bayesian statistical decision theory. |
| 700 | 1 | ▼a Rachev, S. T. ▼q (Svetlozar Todorov) |
| 945 | ▼a KINS |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.01519542 B357 | 등록번호 121167283 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Preface xv
About the Authors xvii
CHAPTER 1 Introduction 1
CHAPTER 2 The Bayesian Paradigm 6
CHAPTER 3 Prior and Posterior Information, Predictive Inference 22
CHAPTER 4 Bayesian Linear Regression Model 43
CHAPTER 5 Bayesian Numerical Computation 61
CHAPTER 6 Bayesian Framework For Portfolio Allocation 92
CHAPTER 7 Prior Beliefs and Asset Pricing Models 118
CHAPTER 8 The Black-Litterman Portfolio Selection Framework 141
CHAPTER 9 Market Efficiency and Return Predictability 162
CHAPTER 10 Volatility Models 185
CHAPTER 11 Bayesian Estimation of ARCH-Type Volatility Models 202
CHAPTER 12 Bayesian Estimation of Stochastic Volatility Models 229
CHAPTER 13 Advanced Techniques for Bayesian Portfolio Selection 247
CHAPTER 14 Multifactor Equity Risk Models 280
References 298
Index 311
정보제공 :
