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Hidden Markov models in finance
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 boo.
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- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/economics
- http://id.loc.gov/authorities/subjects/sh85038545
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/probability_theory_and_stochastic_processes
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/finance
- http://id.worldcat.org/fast/895600
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/markov_processes
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/operations_research_mathematical_programming
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/operations_research
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/finances_modeles_mathematiques
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- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/finanzierung
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- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/portfolio_management
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/stochastischer_prozess
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- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/distribution_probability_theory
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- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/chaine_de_markov
- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/banks_and_banking
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- http://experiment.worldcat.org/entity/work/data/1071685604#Topic/finance_mathematical_models
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http://schema.org/description
- "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 boo."@en
http://schema.org/name
- "Hidden Markov models in finance"
- "Hidden Markov models in finance"@en
- "Hidden Markov models in finance. [1]"
- "Hidden Markov Models in Finance"
- "Hidden Markov Models in Finance"@en
- "Hidden Markov Models in Finance. International Series in Operations Research and Management Science"
- "Hidden Markov Models in Finance Further Developments and Applications"@en
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