Hidden Markov Models in Finance - International Series in Operations Research & Management Science - Rogemar S Mamon - Books - Springer-Verlag New York Inc. - 9781441943804 - November 25, 2010
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Hidden Markov Models in Finance - International Series in Operations Research & Management Science Softcover reprint of hardcover 1st ed. 2007 edition

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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.


186 pages, 24 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 25, 2010
ISBN13 9781441943804
Publishers Springer-Verlag New York Inc.
Pages 186
Dimensions 155 × 235 × 11 mm   ·   299 g
Language English  
Editor Elliott, Robert J
Editor Mamon, Rogemar S.

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