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Hidden Markov Models in Finance (International Series in Operations Research & Management Science)

Posted By: insetes
Hidden Markov Models in Finance (International Series in Operations Research & Management Science)

Hidden Markov Models in Finance (International Series in Operations Research & Management Science) By Rogemar S. Mamon, Robert J. Elliott
2010 | 208 Pages | ISBN: 1441943803 | PDF | 3 MB


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.