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Hidden Markov Models in Finance (International Series in Operations Research & Management Science)
Rogemar S. Mamon (Ed.)
€ 126.33
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Description for Hidden Markov Models in Finance (International Series in Operations Research & Management Science)
Hardcover. A number of methodologies have been employed to provide decision making solutions globalized markets. This title offers a systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. Editor(s): Mamon, Rogemar S.; Elliott, Robert J. Series: International Series in Operations Research & Management Science. Num Pages: 186 pages, 24 black & white tables, biography. BIC Classification: KCHS; KFF; PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 12. Weight in Grams: 470.
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.
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.
Product Details
Publisher
Springer
Format
Hardback
Publication date
2007
Series
International Series in Operations Research & Management Science
Condition
New
Number of Pages
186
Place of Publication
New York, NY, United States
ISBN
9780387710815
SKU
V9780387710815
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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