| Record ID | marc_nuls/NULS_PHC_180925.mrc:262029745:1802 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:262029745:1802?format=raw |
LEADER: 01802cam 2200361Ia 4500
001 9922479860001661
005 20150423144006.0
008 070403s2008 njuad b 001 0 eng d
010 $a 2008297885
020 $a0471920835 (hbk.)
020 $a9780471920830 (hbk.)
035 $a(CSdNU)u336869-01national_inst
035 $a(OCoLC)72655606
035 $a(OCoLC)72655606
035 $a(OCoLC)72655606
040 $aUKM$cUKM$dYDXCP$dBAKER$dBTCTA$dZQP$dIAY$dUUS$dDLC
049 $aCNUM
050 4 $aHG176.5$b.B39 2008
050 00 $aHC106$b.B35 2008
082 04 $a332.01519542$222
245 00 $aBayesian methods in finance /$cSvetlozar T. Rachev ... [et al.].
260 $aHoboken, N.J. :$bWiley,$cc2008.
300 $axviii, 329 p. :$bill., charts ;$c24 cm.
440 0 $aFrank J. Fabozzi series
504 $aIncludes bibliographical references and index.
505 0 $aThe Bayesian paradigm -- Prior and posterior information, predictive inference -- Bayesian linear regression model -- Bayesian numerical computation -- Bayesian framework for portfolio allocation -- Prior beliefs and asset pricing models -- The Black-Litterman portfolio selection framework -- Market efficiency and return predictability -- Volatility models -- Bayesian estimation of ARCH-type volatility models -- Bayesian estimation of stochastic volatility models -- Advanced techniques for Bayesian portfolio selection -- Multifactor equity risk models.
650 0 $aFinance$xMathematical models.
650 0 $aBayesian statistical decision theory.
700 1 $aRachev, S. T.$q(Svetlozar Todorov)
947 $fSOBM-FIN$hCIRCSTACKS$p$81.70$q1
949 $aHC 106 .B35 2008$i31786102455323
994 $a92$bCNU
999 $aHC 106 .B35 2008$wLC$c1$i31786102455323$lCIRCSTACKS$mNULS$rY$sY$tBOOK $u11/24/2008