, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility … life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and …

term structure of interest rates under regime-switching risk -- The LIBOR market model: a Markov-switching jump diffusion … policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk …, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and …