Hidden Markov Models in Finance: 104 (International Series in Operations Research & Management Science, 104)

by Robert J Elliott (Editor), Rogemar S. Mamon (Editor)

• New

  Paperback
  2010

  $110.37

  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.