Hidden Markov Models in Finance

Hidden Markov Models in Finance
Author: Rogemar S. Mamon
Publisher: Springer Science & Business Media
Total Pages: 203
Release: 2007-04-26
Genre: Business & Economics
ISBN: 0387711635

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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.


Hidden Markov Models in Finance
Language: en
Pages: 203
Authors: Rogemar S. Mamon
Categories: Business & Economics
Type: BOOK - Published: 2007-04-26 - Publisher: Springer Science & Business Media

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A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systemati
Hidden Markov Models in Finance
Language: en
Pages: 0
Authors: Rogemar S. Mamon
Categories: Business & Economics
Type: BOOK - Published: 2010-11-25 - Publisher: Springer

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A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systemati
Hidden Markov Models in Finance
Language: en
Pages: 280
Authors: Rogemar S. Mamon
Categories: Business & Economics
Type: BOOK - Published: 2014-05-14 - Publisher: Springer

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Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been
Hidden Markov Models for Time Series
Language: en
Pages: 370
Authors: Walter Zucchini
Categories: Mathematics
Type: BOOK - Published: 2017-12-19 - Publisher: CRC Press

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Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpos
Inference in Hidden Markov Models
Language: en
Pages: 656
Authors: Olivier Cappé
Categories: Mathematics
Type: BOOK - Published: 2006-04-12 - Publisher: Springer Science & Business Media

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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and