Hidden Markov Models in Finance

Author:   Rogemar S Mamon ,  Robert J Elliott
Publisher:   Springer
ISBN:  

9780387518220


Pages:   208
Publication Date:   25 August 2008
Format:   Undefined
Availability:   Out of stock   Availability explained


Our Price $65.87 Quantity:  
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Hidden Markov Models in Finance


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Overview

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.

Full Product Details

Author:   Rogemar S Mamon ,  Robert J Elliott
Publisher:   Springer
Imprint:   Springer
Dimensions:   Width: 23.40cm , Height: 1.10cm , Length: 15.60cm
Weight:   0.299kg
ISBN:  

9780387518220


ISBN 10:   0387518223
Pages:   208
Publication Date:   25 August 2008
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

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