Hidden Markov Models in Finance
| By: | Rogemar S. Mamon; Robert J Elliott |
| Publisher: | Springer Nature |
| Print ISBN: | 9780387710815 |
| eText ISBN: | 9780387711638 |
| Edition: | 1 |
| Copyright: | 2007 |
| Format: | Page Fidelity |
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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.