Bayesian Risk Management
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12

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Published By John Wiley & Sons, Inc

9781118864784, 9781118708606

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Asset-Pricing Models and Hedging

Bayesian Risk Management ◽

10.1002/9781118864784.ch8 ◽

2015 ◽

pp. 155-192

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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Prior Knowledge, Parameter Uncertainty, and Estimation

Bayesian Risk Management ◽

10.1002/9781118864784.ch2 ◽

2015 ◽

pp. 17-46

Keyword(s):

Prior Knowledge ◽

Parameter Uncertainty

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Models for Discontinuous Markets

Bayesian Risk Management ◽

10.1002/9781118864784.ch1 ◽

2015 ◽

pp. 1-16

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References

Bayesian Risk Management ◽

10.1002/9781118864784.refs ◽

2015 ◽

pp. 207-212

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Frontmatter

Bayesian Risk Management ◽

10.1002/9781118864784.fmatter ◽

2015 ◽

pp. i-xvi

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Volatility Modeling

Bayesian Risk Management ◽

10.1002/9781118864784.ch7 ◽

2015 ◽

pp. 129-154

Keyword(s):

Volatility Modeling

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Sequential Monte Carlo Inference

Bayesian Risk Management ◽

10.1002/9781118864784.ch6 ◽

2015 ◽

pp. 111-128

Keyword(s):

Monte Carlo ◽

Sequential Monte Carlo

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Bayesian Inference in State-Space Time Series Models

Bayesian Risk Management ◽

10.1002/9781118864784.ch5 ◽

2015 ◽

pp. 87-110

Keyword(s):

Time Series ◽

Bayesian Inference ◽

State Space ◽

Time Series Models

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Introduction to Sequential Modeling

Bayesian Risk Management ◽

10.1002/9781118864784.ch4 ◽

2015 ◽

pp. 65-86

Keyword(s):

Sequential Modeling

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Model Uncertainty

Bayesian Risk Management ◽

10.1002/9781118864784.ch3 ◽

2015 ◽

pp. 47-64

Keyword(s):

Model Uncertainty

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