Hidden markov models in finance further developments and applications volume ii international series in operations research management science 2014th edition by rogemar s mamon editor robert j elliott editor. 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 . Sunday 23 september 2018 registrarme iniciar sesion home ebooks finance. Since the groundbreaking research of harry markowitz into the application of operations research to the optimization of investment portfolios finance has been one of the most important areas of application of operations research the use of hidden markov models hmms has become one of the hottest . 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 read more product details series international series in operations research management science book 104
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