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Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets by Matt Sekerke (Hardcover, 2015)

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A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. 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. Recognize the assumptions embodied in classical statistics Quantify model risk along multiple dimensions without backtesting Model time series without assuming stationarity Estimate state-space time series models online with simulation methods Uncover uncertainty in workhorse risk and asset-pricing models Embed Bayesian thinking about risk within a complex organization Ignoring uncertainty in risk modeling creates an illusion of mastery and fosters erroneous decision-making. Firms who ignore the many dimensions of model risk measure too little risk, and end up taking on too much. Bayesian Risk Management provides a roadmap to better risk management through more circumspect measurement, with comprehensive treatment of model uncertainty.

Product Identifiers

Publisher
John Wiley & Sons Inc
ISBN-13
9781118708606
eBay Product ID (ePID)
216396539

Product Key Features

Author
Matt Sekerke
Publication Name
Bayesian Risk Management: a Guide to Model Risk and Sequential Learning in Financial Markets
Format
Hardcover
Language
English
Subject
Management
Publication Year
2015
Type
Textbook
Number of Pages
240 Pages

Dimensions

Item Height
242mm
Item Width
153mm
Item Weight
462g

Additional Product Features

Title_Author
Matt Sekerke
Series Title
Wiley Finance
Country/Region of Manufacture
United States

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item 1 Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in
AU $130.00
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item 2 Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in
AU $134.00
Free postage
item 3 Matt Sekerke Bayesian Risk Management (Hardback) Wiley Finance
AU $158.06
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item 4 Matt Sekerke Bayesian Risk Management (Hardback) Wiley Finance (US IMPORT)
AU $160.23
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Picture 1 of 2

Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets by Matt Sekerke (Hardcover, 2015)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in

item 2 Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in

item 3 Matt Sekerke Bayesian Risk Management (Hardback) Wiley Finance

item 4 Matt Sekerke Bayesian Risk Management (Hardback) Wiley Finance (US IMPORT)

Best Selling in Adult Learning & University

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Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

1871-2021 History Debunked: How Wars and the Scapegoat for Zionism Were Created by Rowald Holt (Paperback, 2020)

Doug Stone's Gold Atlas of Victoria by Douglas M. Stone (Spiral Bound, 2011)

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

Australian Master Bookkeepers Guide - 8th Edition by Stephen J Marsden (Paperback, 2020)

Save on Adult Learning & University

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A

Essential Enrolled Nursing Skills for Person-Centred Care WorkBook

Ethnic Cleansing of Palestine

The Red Book: Liber Novus by Carl Gustav Jung (English) Hardcover Book

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