Hidden Markov Models in Finance
| Author | : Rogemar S. Mamon |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 203 |
| Release | : 2007-04-26 |
| ISBN-10 | : 9780387711638 |
| ISBN-13 | : 0387711635 |
| Rating | : 4/5 (38 Downloads) |
Book Synopsis Hidden Markov Models in Finance by : Rogemar S. Mamon
Download or read book Hidden Markov Models in Finance written by Rogemar S. Mamon and published by Springer Science & Business Media. This book was released on 2007-04-26 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
