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 ise of financial markets - to analyze core components.
Springer-Verlag New York Inc.
Date of Publication
Finance & Accounting
International Series in Operations Research & Management Science