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Hidden Markov Models in Finance (Hardcover, 2007 ed.)
Loot Price: R3,082
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Hidden Markov Models in Finance (Hardcover, 2007 ed.)
Series: International Series in Operations Research & Management Science, 104
Expected to ship within 10 - 15 working days
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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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