MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02058cam a22002658i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
137007 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20160624103831.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150417s2015 nju b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118708606 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| Language of cataloging |
eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
000SB:332.0415 |
| Edition number |
23 |
| Item number |
Se463 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sekerke, Matt, |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Bayesian risk management : |
| Remainder of title |
a guide to model risk and sequential learning in financial markets / |
| Statement of responsibility, etc |
Matt Sekerke. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New Jersey : |
| Name of publisher, distributor, etc |
John Wiley & Sons, Inc., |
| Date of publication, distribution, etc |
©2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 219 p. : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Models for discontinuous markets --<br/>Part I: Capturing uncertainty in statstical models --<br/>2. Prior knowledge, parameter uncertainty, and estimation --<br/>3. Model uncertainty --<br/>Part II: Sequential learning with adaptive statistical models --<br/>4. Introduction to sequential modeling --<br/>5. Bayesian inference in state-space time series models --<br/>6. Sequential Monte Carlo inference --<br/>Part III: Sequential models of financial risk --<br/>7. Volatility modeling --<br/>8. Asset-pricing models and hedging --<br/>Part IV: Bayesian risk management --<br/>9. From risk measurement to risk management. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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 current machine learning–based methods, the framework presented here allows you to measure risk in a fully–Bayesian setting without losing the structure afforded by parametric risk and asset–pricing models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Bayesian statistical decision theory. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
