Hidden Markov Models in Finance

Released on by Rogemar S. Mamon
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  • 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 : 54,54 MB
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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.

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