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Hidden Markov Models in Finance (International Series in Operations Research and Management Science 104) PDF

206 Pages·2007·2.491 MB·English
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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.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.