Hidden Markov Models in Finance

by Rogemar S. Mamon; ?Robert J Elliott | 1st Edition | Springer | eText ISBN 9780387711638
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,...

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About this book

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.

Book details

  • Author: Rogemar S. Mamon; ?Robert J Elliott
  • Publisher: Springer
  • Edition: 1st Edition
  • eText ISBN: 9780387711638
  • Print ISBN: 9780387710815
  • Format: Fixed Layout
  • Language: en
  • Copyright: 2007