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Hidden Markov Models in Finance - International Series in Operations Research & Management Science Rogemar S Mamon Softcover reprint of hardcover 1st ed. 2007 edition
Hidden Markov Models in Finance - International Series in Operations Research & Management Science
Rogemar S Mamon
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. |