Bayesian Finance

Bayesian Methods in Finance  eBooks & eLearning

Posted by arundhati at Sept. 18, 2016
Bayesian Methods in Finance

Svetlozar T. Rachev, John S. J. Hsu, "Bayesian Methods in Finance"
2008 | ISBN-10: 0471920835 | 329 pages | PDF | 1 MB
Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets

Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets (Wiley Finance) by Matt Sekerke
2015 | ISBN: 1118708601 | English | 240 pages | PDF | 7 MB
Case Studies in Bayesian Statistical Modelling and Analysis

Case Studies in Bayesian Statistical Modelling and Analysis by Clair L. Alston, Kerrie L. Mengersen and Anthony N. Pettitt
English | 2012 | ISBN: 1119941822 | 598 pages | PDF | 11,8 MB

Provides an accessible foundation to Bayesian analysis using real world models
This book aims to present an introduction to Bayesian modelling and computation, by considering real case studies drawn from diverse fields spanning ecology, health, genetics and finance.
Attilio Meucci, "Risk and Asset Allocation (Springer Finance)" (Repost)

Attilio Meucci, "Risk and Asset Allocation (Springer Finance)" (Repost)
Publisher: Springer | ISBN: 3540222138 | edition 2005 | PDF | 547 pages | 11,76 mb

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.
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Bayesian Methods In Finance (Frank J. Fabozzi Series) [REPOST]
Authors: Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. Fabozzi

Wiley | 2008 | ISBN: 0471920830 | PDF | 329 pages | 2.9 mb

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management—since these are the areas in finance where Bayesian methods have had the greatest penetration to date.
The Manual of Strategic Economic Decision Making: Using Bayesian Belief Networks to Solve Complex Problems

The Manual of Strategic Economic Decision Making: Using Bayesian Belief Networks to Solve Complex Problems
Springer | Statistics | December 30, 2016 | ISBN-10: 3319484133 | 261 pages | pdf | 4.24 mb

Authors: Grover, Jeff
Equips readers with a simplified reference source for all aspects of the discrete form of Bayes’ theorem and its application to BBN
Provides a compact resource for the statistical tools required to build a BBN
Includes an accompanying statistical analysis portal

The Islamic Finance Handbook: A Practitioner's Guide to the Global Markets (repost)  eBooks & eLearning

Posted by arundhati at Dec. 3, 2016
The Islamic Finance Handbook: A Practitioner's Guide to the Global Markets (repost)

REDmoney, "The Islamic Finance Handbook: A Practitioner's Guide to the Global Markets"
English | 2014 | ISBN: 111881441X | 256 pages | EPUB | 5 MB

Advanced Modelling in Finance Using Excel and VBA (Repost)  eBooks & eLearning

Posted by leonardo78 at Dec. 2, 2016
Advanced Modelling in Finance Using Excel and VBA (Repost)

Mary Jackson, Mike Staunton, "Advanced Modelling in Finance Using Excel and VBA"
English | 2001-05-30 | ISBN: 0471499226 | 276 pages | PDF | 1,4 mb

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s.
Dynamic Modeling, Empirical Macroeconomics, and Finance: Essays in Honor of Willi Semmler

Dynamic Modeling, Empirical Macroeconomics, and Finance: Essays in Honor of Willi Semmler by Lucas Bernard, Unurjargal Nyambuu
2016 | ISBN: 3319398857 | English | 325 pages | PDF | 9 MB

Implementing Models in Quantitative Finance: Methods and Cases  eBooks & eLearning

Posted by Willson at Dec. 2, 2016
Implementing Models in Quantitative Finance: Methods and Cases

Gianluca Fusai, Andrea Roncoroni, "Implementing Models in Quantitative Finance: Methods and Cases"
English | 2008 | ISBN: 3540223487, 3642061079 | 607 pages | PDF | 10.7 MB