Encyclopedia of financial models. Volume I
Record details
- ISBN: 9781118010327
- ISBN: 1118010329
- ISBN: 1118539850
- ISBN: 1118539850
- ISBN: 9781118539859
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Physical Description:
1 online resource (1 volume) : illustrations
remote - Publisher: Hoboken, N.J. : Wiley, 2013.
Content descriptions
Bibliography, etc. Note: | Includes bibliographical references and index. |
Formatted Contents Note: | EQUIVALENT MARTINGALE MEASURES AND COMPLETE MARKETSEQUIVALENT MARTINGALE MEASURES AND STATE PRICES; ARBITRAGE PRICING WITH A PAYOFF RATE; IMPLICATIONS OF THE ABSENCE OF ARBITRAGE; WORKING WITH EQUIVALENT MARTINGALE MEASURES; KEY POINTS; NOTES; REFERENCES; Bayesian Analysis and Financial Modeling Applications; Basic Principles of Bayesian Analysis; THE LIKELIHOOD FUNCTION; BAYES' THEOREM; KEY POINTS; NOTES; REFERENCES; Introduction to Bayesian Inference; PRIOR INFORMATION; POSTERIOR INFERENCE; BAYESIAN PREDICTIVE INFERENCE; ILLUSTRATION: POSTERIOR TRADE-OFF AND THE NORMAL MEAN PARAMETER. |
Source of Description Note: | Online resource; title from PDF title page (Safari, viewed Apr. 25, 2013). |
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Genre: | Electronic books. Encyclopedias. |