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Hidden Markov Models in Finance

Jezik AngleščinaAngleščina
Knjiga Mehka
Knjiga Hidden Markov Models in Finance Rogemar S. Mamon
Koda Libristo: 02128977
Založba Springer-Verlag New York Inc., november 2010
A number of methodologies have been employed to provide decision making solutions globalized markets... Celoten opis
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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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O knjigi

Polni naslov Hidden Markov Models in Finance
Avtor Rogemar S. Mamon, Robert J. Elliott
Jezik Angleščina
Vezava Knjiga - Mehka
Datum izida 2010
Število strani 186
EAN 9781441943804
ISBN 1441943803
Koda Libristo 02128977
Založba Springer-Verlag New York Inc.
Teža 326
Mere 155 x 235 x 12

Kategorije

Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
Technology, Engineering, Agriculture > Technology: general issues > Maths for engineers
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