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portada Hidden Markov Models in Finance (International Series in Operations Research & Management Science)
Type
Physical Book
Publisher
Author
Year
2007
Language
English
Pages
208
Format
Hardcover
ISBN
0387710817
ISBN13
9780387710815
Edition No.
2007
Categories

Hidden Markov Models in Finance (International Series in Operations Research & Management Science)

Elliott, Robert J., Mamon, Rogemar S. (Author) · Springer · Hardcover

Hidden Markov Models in Finance (International Series in Operations Research & Management Science) - Elliott, Robert J., Mamon, Rogemar S.

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Synopsis "Hidden Markov Models in Finance (International Series in Operations Research & Management Science) "

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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