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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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.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | International Series in Operations Research & Management Science, 104 |
Release date | November 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2007 |
Editors | Rogemar S. Mamon, Robert J Elliott |
Dimensions | 235 x 155 x 11mm (L x W x T) |
Format | Paperback |
Pages | 186 |
Edition | Softcover reprint of hardcover 1st ed. 2007 |
ISBN-13 | 978-1-4419-4380-4 |
Barcode | 9781441943804 |
Categories | |
LSN | 1-4419-4380-3 |