Hidden Markov Models in Finance

by Rogemar S. Mamon (Editor), Robert J Elliott (Editor)

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.

Genres: Finance

206 pages, Hardcover

First published April 1, 2007