E-Book, Englisch, 186 Seiten
Hidden Markov Models in Finance
1. Auflage 2007
ISBN: 978-0-387-71163-8
Verlag: Springer-Verlag
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
E-Book, Englisch, 186 Seiten
ISBN: 978-0-387-71163-8
Verlag: Springer-Verlag
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
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.




