Hidden Markov Models in Finance

preview-18
  • Hidden Markov Models in Finance Book Detail

  • Author : Rogemar S. Mamon
  • Release Date : 2007-04-26
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 203
  • ISBN 13 : 0387711635
  • File Size : 17,17 MB

Hidden Markov Models in Finance by Rogemar S. Mamon PDF Summary

Book 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.

Disclaimer: www.yourbookbest.com does not own Hidden Markov Models in Finance books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.