Hidden Markov Models in Finance - Couverture rigide

Couverture rigide

ISBN 10 : 0387710817 ISBN 13 : 9780387710815

Editeur : Springer-Verlag New York Inc., 2007

Synopsis

A number of methodologies have been employed to provide decision making solutions to a wide assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to highly specialized financial problems including option pricing, interest rate theory, credit risk modeling, portfolio optimization and asset allocation, volatility estimation, electricity and other commodity pricing, weather, currency, and real options. This book provides researchers and practitioners with analyses that allow them to sort through turbulence, volatility, emotion, chaotic events - the random "noise" of financial markets - and analyze their fundamental components. Decision makers will benefit from its clear, accurate picture of core financial components.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0387710817
• ISBN 13: 9780387710815
• Reliure: Relié
• Nombre de pages: 206
• Éditeur: Mamon Rogemar S., Elliott Robert J
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne