Hidden Markov Models in Finance (Hardcover, 2007 ed.)

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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	International Series in Operations Research & Management Science, 104
Release date:	April 2007
First published:	2007
Editors:	Rogemar S. Mamon • Robert J Elliott
Dimensions:	235 x 155 x 14mm (L x W x T)
Format:	Hardcover
Pages:	186
Edition:	2007 ed.
ISBN-13:	978-0-387-71081-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General Promotions
LSN:	0-387-71081-7
Barcode:	9780387710815

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