國立高雄大學圖資館 |

Language: English

Back

Financial risk management with Bayes...

Ardia, David.

Financial risk management with Bayesian estimation of GARCH models :theory and applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Financial risk management with Bayesian estimation of GARCH models :David Ardia.
Reminder of title:	theory and applications /
Author:	Ardia, David.
Published:	Berlin :Springer,c2008.
Description:	xi, 203 p. :ill. ;24 cm.
Notes:	Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
Series:	Lecture notes in economics and mathematical systems,
Subject:	Bayesian statistical decision theory.
Online resource:	http://www.loc.gov/catdir/enhancements/fy0904/2008927201-d.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0904/2008927201-t.html
ISBN:	9783540786566 (pbk.) :

Financial risk management with Bayesian estimation of GARCH models :theory and applications /
Ardia, David.

Financial risk management with Bayesian estimation of GARCH models :theory and applications /David Ardia. - Berlin :Springer,c2008. - xi, 203 p. :ill. ;24 cm. - Lecture notes in economics and mathematical systems,6120075-8442 ;.

Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.

Includes bibliographical references (p. [191]-200) and index.

ISBN: 9783540786566 (pbk.) :NT$2960

LCCN: 2008927201Subjects--Topical Terms:

182005
Bayesian statistical decision theory.

LC Class. No.: HD61 / .A75 2008

Financial risk management with Bayesian estimation of GARCH models :theory and applications /
LDR:01175cam a22002777a 4500 001 320687
003 DLC
005 20100624112755.0
008 120307s2008 gw a b 001 0 eng d
010 $a 2008927201
020 $a 9783540786566 (pbk.) : $c NT$2960
020 $a 3540786562 (pbk.)
020 $a 9783540786573 (e-isbn)
020 $a 3540786570 (e-isbn)
035 $a (OCoLC)ocn221218065
035 $a 2008927201
040 $a BTCTA $c BTCTA $d YDXCP $d BAKER $d MUM $d DLC
042 $a lccopycat
050 0 0 $a HD61 $b .A75 2008
100 1 $a Ardia, David. $3 544771
245 1 0 $a Financial risk management with Bayesian estimation of GARCH models : $b theory and applications / $c David Ardia.
260 $a Berlin : $b Springer, $c c2008.
300 $a xi, 203 p. : $b ill. ; $c 24 cm.
440 0 $a Lecture notes in economics and mathematical systems, $x 0075-8442 ; $v 612
500 $a Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
504 $a Includes bibliographical references (p. [191]-200) and index.
650 0 $a Bayesian statistical decision theory. $3 182005
650 0 $a Risk management $x Mathematical models. $3 190592
650 0 $a GARCH model. $3 544772
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0904/2008927201-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0904/2008927201-t.html