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Hidden Markov Models In Finance International Series In Operations Research And Management Science 104 1st Edition Rogemar S Mamon

  • SKU: BELL-2534696
Hidden Markov Models In Finance International Series In Operations Research And Management Science 104 1st Edition Rogemar S Mamon
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Hidden Markov Models In Finance International Series In Operations Research And Management Science 104 1st Edition Rogemar S Mamon instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 2.49 MB
Pages: 206
Author: Rogemar S. Mamon, Robert J. Elliott
ISBN: 0387710817
Language: English
Year: 2007
Edition: 1

Product desciption

Hidden Markov Models In Finance International Series In Operations Research And Management Science 104 1st Edition Rogemar S Mamon by Rogemar S. Mamon, Robert J. Elliott 0387710817 instant download after payment.

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.

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