Hidden Markov Models in Finance

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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, inte...

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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, inte...

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  • Formats: pdf
  • ISBN: 9780387711638
  • Publication Date: 26 Apr 2007
  • Publisher: Springer US
  • Product language: English
  • Drm Setting: DRM