Hidden Markov Models in Finance: 104 (International Series in Operations Research & Management Science) - Softcover

 
9781441943804: Hidden Markov Models in Finance: 104 (International Series in Operations Research & Management Science)
Softcover
ISBN 10: 1441943803 ISBN 13: 9781441943804
Verlag: Springer, 2010

Inhaltsangabe

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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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 rate hypothesis, and early warning systems for currency crises. This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, Hidden Markov Models in Finance provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets.

 

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Verlag
Springer
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
1441943803
ISBN 13 
9781441943804
Einband
Tapa blanda
Anzahl der Seiten
208
Herausgeber
Mamon Rogemar S., Elliott Robert J
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