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Rethinking risk measurement and reporting. Vol. 1, Uncertainty, Bayesian analysis and expert judgement

Author: Klaus Bocker
Publisher: London : Risk Books, 2010.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This book Provides techniques and tools for a more effective risk management framework. It will raise the reader's awareness of model and parameter uncertainty when using mathematical models in  Read more...

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Document Type: Book
All Authors / Contributors: Klaus Bocker
ISBN: 9781906348403 1906348405 9781906348502 1906348502
OCLC Number: 779915198
Description: xxxvi, 536 pages : illustrations
Contents: v. 1. Uncertainty, Bayesian analysis and expert judgement --
v. 2. Examples and applications from finance.
Other Titles: Uncertainty, Bayesian analysis and expert judgement
Responsibility: edited by Klaus Bocker.

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"This volume offers the reader an introduction to Bayesian analysis followed by the consideration of techniques for eliciting and weighting expert judgments. Incorporating seasoned judgment and a Read more...

 
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