| Hidden Markov Models in Finance Contributor(s): Mamon, Rogemar S. (Editor), Elliott, Robert J. (Editor) |
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ISBN: 1441943803 ISBN-13: 9781441943804 Publisher: Springer OUR PRICE: $113.05 Product Type: Paperback - Other Formats Published: November 2010 |
| Additional Information |
| BISAC Categories: - Business & Economics | Operations Research - Mathematics | Applied - Mathematics | Probability & Statistics - General |
| Dewey: 332.015 |
| Series: International Series in Operations Research & Management Science |
| Physical Information: 0.44" H x 6.14" W x 9.21" (0.66 lbs) 186 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |