Hidden Markov Models in Finance

AvRogemar S. Mamon,Robert J Elliott

Häftad, Engelska, 2010

1 167 kr

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Beskrivning

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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