Bayesian risk management : a guide to model risk and sequential learning in financial markets /

A 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 flexibl...

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Bibliographic Details

Main Author:	Sekerke, Matt
Format:	eBook
Language:	English
Published:	Hoboken, New Jersey : John Wiley & Sons, Inc., [2015]
Series:	Online access with DDA: Askews (Economics)
Subjects:	Finance > Mathematical models. Financial risk management > Mathematical models. Bayesian statistical decision theory. Electronic books.
Online Access:	Connect to the full text of this electronic book