|
Books > Business & Economics > Economics > Econometrics > Economic statistics
|
Buy Now
Hidden Markov Models in Finance (Hardcover, 2007 ed.)
Loot Price: R2,759
Discovery Miles 27 590
|
|
|
Hidden Markov Models in Finance (Hardcover, 2007 ed.)
Series: International Series in Operations Research & Management Science, 104
Expected to ship within 18 - 22 working days
|
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
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(2)
