2007, ISBN: 0387710817
[EAN: 9780387710815], New book, [PU: SPRINGER NATURE Apr 2007], BUSINESS / ECONOMICS FINANCE; & OPERATIONS RESEARCH; MATHEMATICS APPLIED; PROBABILITY STATISTICS GENERAL, This item is prin… Altro …
AbeBooks.com BuchWeltWeit Inh. Ludwig Meier e.K., Bergisch Gladbach, Germany [57449362] [Rating: 5 (of 5)] NEW BOOK. Costi di spedizione: EUR 21.46 Details... |
ISBN: 9780387710815
A digital copy of "Hidden Markov Models in Finance" by Rogemar S. Mamon and Robert J. Elliott. Download is immediately available upon purchase! 9780387710815,0387710817,hidden,markov,mode… Altro …
textbooks.com Download INSTANTLY! Format: VitalSource. Type: . Copying: Allowed, .2Â.3 selections may be copied daily for 2Â.30 days. Printable: Allowed, .2Â.3 prints daily for 2Â.30 days. Expires: No Expiration. Read Aloud?: Allowed. Sharing: Not Allowed. Software: Online: No additional software required Offline: VitalSource Bookshelf. Shipping to USA only! Textbooks. Costi di spedizione: EUR 0.00 Details... |
2007, ISBN: 0387710817
[EAN: 9780387710815], Gebraucht, wie neu, [PU: Springer/Sci-Tech/Trade 2007-04-24], Item is in new condition., Books
AbeBooks.de LowKeyBooks, Sumas, WA, U.S.A. [65875000] [Rating: 5 (von 5)] NOT NEW BOOK. Costi di spedizione: EUR 68.73 Details... |
2007, ISBN: 0387710817
[EAN: 9780387710815], New book, [PU: Springer], Books
AbeBooks.com Lucky's Textbooks, Dallas, TX, U.S.A. [60577173] [Rating: 5 (of 5)] NEW BOOK. Costi di spedizione: EUR 3.99 Details... |
2007, ISBN: 0387710817
[EAN: 9780387710815], Neubuch, [PU: Springer], PRINT ON DEMAND Book; New; Fast Shipping from the UK., Books
AbeBooks.de Ria Christie Collections, Uxbridge, United Kingdom [59718070] [Rating: 5 (von 5)] NEW BOOK. Costi di spedizione: EUR 1.73 Details... |
2007, ISBN: 0387710817
[EAN: 9780387710815], New book, [PU: SPRINGER NATURE Apr 2007], BUSINESS / ECONOMICS FINANCE; & OPERATIONS RESEARCH; MATHEMATICS APPLIED; PROBABILITY STATISTICS GENERAL, This item is prin… Altro …
ISBN: 9780387710815
A digital copy of "Hidden Markov Models in Finance" by Rogemar S. Mamon and Robert J. Elliott. Download is immediately available upon purchase! 9780387710815,0387710817,hidden,markov,mode… Altro …
2007
ISBN: 0387710817
[EAN: 9780387710815], Gebraucht, wie neu, [PU: Springer/Sci-Tech/Trade 2007-04-24], Item is in new condition., Books
2007, ISBN: 0387710817
[EAN: 9780387710815], New book, [PU: Springer], Books
2007, ISBN: 0387710817
[EAN: 9780387710815], Neubuch, [PU: Springer], PRINT ON DEMAND Book; New; Fast Shipping from the UK., Books
Dati bibliografici del miglior libro corrispondente
Autore: | |
Titolo: | |
ISBN: |
Informazioni dettagliate del libro - Hidden Markov Models in Finance
EAN (ISBN-13): 9780387710815
ISBN (ISBN-10): 0387710817
Copertina rigida
Anno di pubblicazione: 2007
Editore: Springer-Verlag GmbH
188 Pagine
Peso: 0,435 kg
Lingua: eng/Englisch
Libro nella banca dati dal 2007-07-07T23:38:43+02:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-11-04T15:42:22+01:00 (Zurich)
ISBN/EAN: 0387710817
ISBN - Stili di scrittura alternativi:
0-387-71081-7, 978-0-387-71081-5
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : elliott, robert elliot
Titolo del libro: operations research, operations management, research finance, international management, hidden markov models, management series
Dati dell'editore
Autore: Rogemar S. Mamon; Robert J Elliott
Titolo: International Series in Operations Research & Management Science; Hidden Markov Models in Finance
Editore: Springer; Springer US
186 Pagine
Anno di pubblicazione: 2007-04-24
New York; NY; US
Stampato / Fatto in
Lingua: Inglese
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
XX, 186 p.
BB; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Unternehmensforschung; Verstehen; Finance; Markov; Markov chain; Markov model; Markov models; Variance; credit risk modeling; early warning systems; interest rates; inventory system; life insurance valuation; market risk; model; modeling; regime-switching; Operations Research and Decision Theory; Financial Economics; Mathematical Modeling and Industrial Mathematics; Probability Theory; Business and Management; Operations Research, Management Science; Management: Entscheidungstheorie; Finanzenwesen und Finanzindustrie; Mathematische Modellierung; Mathematik für Ingenieure; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Betriebswirtschaft und Management; BC
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk.- The Term Structure of Interest Rates in a Hidden Markov Setting.- On Fair Valuation of Participating Life Insurance Policies With Regime Switching.- Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets.- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality.- Expected Shortfall Under a Model With Market and Credit Risks.- Filtering of Hidden Weak Markov Chain -Discrete Range Observations.- Filtering of a Partially Observed Inventory System.- An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market.- Early Warning Systems for Currency Crises: A Regime-Switching Approach.Robert J. Elliott is a distinguished research professor who has developed the area of Hidden Markov Models and Rogemar Mamon is a young researcher who is focusing his research efforts in this area. Robert Elliott has published exclusively in the area of Hidden Markov Models, and he is the author of leading books in the field — Hidden Markov Models and Mathematics of Financial Markets Leading researchers have been commissioned to do chapter treatments on the following topics: Option Pricing, Interest Rate Theory, Credit Risk Modeling, Portfolio Optimization and Asset Allocation, Volatility Estimation, Electricity and other Commodity Pricing, and Real Options Includes supplementary material: sn.pub/extras
Altri libri che potrebbero essere simili a questo:
Ultimo libro simile:
9781489974419 Hidden Markov Models in Finance: Further Developments and Applications, Volume II Rogemar S. Mamon Editor (Rogemar S. Mamon; Robert J. Elliott)
- 9781489974419 Hidden Markov Models in Finance: Further Developments and Applications, Volume II Rogemar S. Mamon Editor (Rogemar S. Mamon; Robert J. Elliott)
- 9781441943804 Hidden Markov Models in Finance (International Series in Operations Research & Management Science, Band 104) (Elliott, Robert J (Herausgeber); Mamon, Rogemar S. (Herausgeber))
- 9780387518220 Hidden Markov Models in Finance (Rogemar S. Mamon, Robert J. Elliott)
- 9780387711638 Hidden Markov Models in Finance (Rogemar S. Mamon)
- Hidden Markov Models in Finance (Rogemar S. Mamon & Robert J. Elliott)
< Per archiviare...