Hidden Markov Models In Finance
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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.
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