Financial risk management with Bayesian estimation of GARCH models : Ardia, David.
Material type:
TextSeries: Lecture notes in economics and mathematical systems ; 612Publication details: Berlin : Springer, 2008Description: xi, 203 p. : ill. ; 24 cmISBN: - 9783540786566 | 3540786562
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MATH-LiB General Stack | MATH-LiB | NFIC | 658.1550118 P08 (Browse shelf(Opens below)) | Available | 184384 |
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| 658.15021 P02 Tools for computational finance | 658.155 P002 Measuring risk in complex stochastic systems | 658.155 P03 Theory of financial risk and derivative pricing : | 658.1550118 P08 Financial risk management with Bayesian estimation of GARCH models : | 658.15501519282 P04 Monte Carlo methods in financial engineering | 658.40015118 P09 Microeconomic risk management and macroeconomic stability | 658.403 N853;1 Multiple-criteria decision making : |
Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
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