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Hidden Markov Models in Finance by Rogemar S. Mamon 9780387710815
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Hidden Markov Models in Finance by Rogemar S. Mamon 9780387710815

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Description

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.

Book Information
ISBN 9780387710815
Author Rogemar S. Mamon
Format Hardback
Page Count 186
Imprint Springer-Verlag New York Inc.
Publisher Springer-Verlag New York Inc.
Weight(grams) 1040g

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