Skip to main content alibris logo

Hidden Markov Models in Finance

by

Write The First Customer Review
Hidden Markov Models in Finance - Mamon, Rogemar S. (Editor), and Elliott, Robert J (Editor)
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financial problems; namely, pricing options and variance swaps, valuation of life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and inventory level, testing foreign exchange ...

loading
Hidden Markov Models in Finance 2010, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781441943804

Paperback

Hidden Markov Models in Finance 2007, Springer, New York, NY

ISBN-13: 9780387710815

2007 edition

Hardcover