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Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104, Band 104) - Hardcover

Buch 81 von 323: International Series in Operations Research & Management Science
 
9780387710815: Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104, Band 104)
Hardcover
ISBN 10: 0387710817 ISBN 13: 9780387710815
Verlag: Springer, 2007

Inhaltsangabe

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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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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Verlag
Springer
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
0387710817
ISBN 13 
9780387710815
Einband
Gebundene Ausgabe
Anzahl der Seiten
206
Herausgeber
Mamon Rogemar S., Elliott Robert J
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