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| 008 | 150420s2015 nju ob 001 0 eng | ||
| 010 | _a 2015015965 | ||
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| 049 | _aMAIN | ||
| 100 | 1 | _aSekerke, Matt. | |
| 245 | 1 | 0 |
_aBayesian risk management : _ba guide to model risk and sequential learning in financial markets / _cMatt Sekerke. |
| 264 | 1 |
_aHoboken, New Jersey : _bJohn Wiley & Sons, Inc., _c[2015] |
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| 300 | _a1 online resource | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 504 | _aIncludes bibliographical references and index. | ||
| 588 | 0 | _aPrint version record and CIP data provided by publisher. | |
| 505 | 0 | _aModels for discontinuous markets -- Capturing uncertainty in statistical 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. | |
| 520 | _aA risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. Bayesian Risk Management details a more flexible approach to risk management, and provides tools to measure financial risk in a dynamic market environment. This book opens discussion about uncertainty in model parameters, model specifications, and model-driven forecasts in a way that standard statistical risk measurement does not. And unlike cu. | ||
| 590 |
_aJohn Wiley and Sons _bWiley Online Library: Complete oBooks |
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| 650 | 0 |
_aFinance _xMathematical models. |
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| 650 | 0 |
_aFinancial risk management _xMathematical models. |
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| 650 | 0 | _aBayesian statistical decision theory. | |
| 650 | 6 |
_aFinances _xMod�eles math�ematiques. |
|
| 650 | 6 |
_aFinances _xGestion du risque _xMod�eles math�ematiques. |
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| 650 | 6 | _aTh�eorie de la d�ecision bay�esienne. | |
| 650 | 7 |
_aBUSINESS & ECONOMICS _xFinance. _2bisacsh |
|
| 650 | 7 |
_aBayesian statistical decision theory _2fast |
|
| 650 | 7 |
_aFinance _xMathematical models _2fast |
|
| 758 |
_ihas work: _aBayesian risk management (Text) _1https://id.oclc.org/worldcat/entity/E39PCGMkJJWWJc9kVmjtwtXgqP _4https://id.oclc.org/worldcat/ontology/hasWork |
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| 776 | 0 | 8 |
_iPrint version: _aSekerke, Matt. _tBayesian risk management. _dHoboken, New Jersey : John Wiley & Sons, Inc., [2015] _z9781118708606 _w(DLC) 2015013791 |
| 830 | 0 | _aOnline access with DDA: Askews (Economics) | |
| 856 | 4 | 0 | _uhttps://onlinelibrary.wiley.com/doi/book/10.1002/9781118864784 |
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