Hidden Markov Models in Finance
Author | : Rogemar S. Mamon |
Publisher | : Springer |
Total Pages | : 0 |
Release | : 2010-11-25 |
ISBN-10 | : 1441943803 |
ISBN-13 | : 9781441943804 |
Rating | : 4/5 (804 Downloads) |
Download or read book Hidden Markov Models in Finance written by Rogemar S. Mamon and published by Springer. This book was released on 2010-11-25 with total page 0 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.