Hidden Markov Models in Finance
有需要可以参考下
Publication Date: April 24, 2007 | Series: International Series in Operations Research & Management Science (Book 104)
$89.95
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.