Product Information
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.Product Identifiers
PublisherSpringer-Verlag New York Inc.
ISBN-139781441943804
eBay Product ID (ePID)178293735
Product Key Features
Subject AreaData Analysis
Publication NameHidden Markov Models in Finance
SubjectEngineering & Technology, Finance, Mathematics, Management, Business
Publication Year2010
SeriesInternational Series in Operations Research & Management Science
TypeTextbook
FormatPaperback
LanguageEnglish
AuthorRogemar S. Mamon, Robert J Elliott
Number of Pages186 Pages
Dimensions
Item Height235 mm
Item Weight326 g
Item Width155 mm
Volume104
Additional Product Features
EditorRobert J Elliott, Rogemar S. Mamon
Country/Region of ManufactureUnited States