Hidden Markov Models in Finance (International Series in Operations Research & Management Science)
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.
种类:
年:
2010
出版:
Softcover reprint of hardcover 1st ed. 2007
出版社:
Springer
语言:
english
页:
208
ISBN 10:
1441943803
ISBN 13:
9781441943804
文件:
PDF, 2.06 MB
IPFS:
,
english, 2010