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Hidden Markov Models in Finance

edited by Rogemar S. Mamon, Robert J. Elliott
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.
Year of publication:
2007
Other Persons: Mamon, Rogemar S. (contributor) ; Elliott, Robert J. (contributor)
Publisher: Boston, MA : Springer US
[Berlin : Springer
Subject: Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Kapitalanlage | Financial investment | Finanzmathematik | Hidden-Markov-Modell
Description of contents: Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org]
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