Hidden Markov Models in Finance / International Series in Operations Research & Management Science Bd.104 (PDF)
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...
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
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.
- 2007, 2007, 186 Seiten, Englisch
- Herausgegeben: Rogemar S. Mamon, Robert J Elliott
- Verlag: Springer-Verlag GmbH
- ISBN-10: 0387711635
- ISBN-13: 9780387711638
- Erscheinungsdatum: 26.04.2007
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Grösse: 2.31 MB
- Ohne Kopierschutz
- Vorlesefunktion
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Hidden Markov Models in Finance / International Series in Operations Research & Management Science Bd.104".
Kommentar verfassen