Hidden Markov Models in Finance (International Series in Operations Research and Management Science 104)
Rogemar S. Mamon, Robert J. Elliott
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Категорії:
Рік:
2007
Видання:
1
Видавництво:
Springer
Мова:
english
Сторінки:
206
ISBN 10:
0387710817
Серії:
International Series in Operations Research and Management Science volume 104
Файл:
PDF, 2.49 MB
IPFS:
,
english, 2007