This 2 DVD set contains a full recording of the entire program, including available handouts.

Advances in probability have almost always had a large and immediate impact on finance.  Bayesian analysis is becoming increasingly relevant to the investment community as it allows investors to address issues such as uncertainty in model and stock selection, combining forecasts and the construction of robust portfolios.  In this half-day program, four distinguished speakers address various aspects of Bayesian modeling, and show how it can be applied to problems in finance, with a particular focus on asset management.

Douglas Martin Ph.D.: Modern Bayes Methods in Finance

Robert Litterman, Ph.D.: Fundamentals Drive Alpha

Alan Scowcroft: Understanding Forecasts: A Unified Framework for Combining and Auditing Analyst and Strategy Forecasts

Colm O'Cinneide, Ph.D.: Bayesian Methods in Investment Decision Making

License for use of these DVDs or any portion of their contents are granted to the purchasing individual only.  If you are interested in purchasing a site-license, please contact the SQA at 800-918-7930 for details.