TY - BOOK ID - 38301142 TI - Hidden Markov models in finance AU - Mamon, Rogemar S. AU - Elliott, Robert J. PY - 2007 VL - 104 SN - 9780387711638 9780387710815 0387710817 0387711635 1441943803 9786610852048 1280852046 PB - New York : Springer, DB - UniCat KW - operationeel onderzoek KW - speltheorie KW - management KW - Operational research. Game theory KW - kansrekening KW - Business management KW - Planning (firm) KW - handelswetenschappen KW - mathematische modellen KW - bedrijfskunde KW - financiën KW - Finance KW - stochastische analyse KW - Markov processes KW - Finances KW - Markov, Processus de KW - Mathematical models KW - Modèles mathématiques KW - EPUB-LIV-FT LIVECONO LIVGESTI SPRINGER-B KW - Operations research. KW - Finance. KW - Distribution (Probability theory. KW - Business. KW - Operations Research/Decision Theory. KW - Finance, general. KW - Mathematical Modeling and Industrial Mathematics. KW - Probability Theory and Stochastic Processes. KW - Business and Management, general. KW - Operations Research, Management Science. KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities KW - Funding KW - Funds KW - Economics KW - Currency question KW - Operational analysis KW - Operational research KW - Industrial engineering KW - Management science KW - Research KW - System theory KW - Trade KW - Management KW - Commerce KW - Industrial management KW - 305.91 KW - AA / International- internationaal KW - Analysis, Markov KW - Chains, Markov KW - Markoff processes KW - Markov analysis KW - Markov chains KW - Markov models KW - Models, Markov KW - Processes, Markov KW - Stochastic processes KW - Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles KW - Decision making. KW - Mathematical models. KW - Probabilities. KW - Management science. KW - Quantitative business analysis KW - Problem solving KW - Operations research KW - Statistical decision KW - Probability KW - Statistical inference KW - Combinations KW - Mathematics KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Models, Mathematical KW - Simulation methods KW - Deciding KW - Decision (Psychology) KW - Decision analysis KW - Decision processes KW - Making decisions KW - Management decisions KW - Choice (Psychology) KW - Decision making KW - Markov processes. UR - https://www.unicat.be/uniCat?func=search&query=sysid:38301142 AB - A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financial problems; namely, pricing options and variance swaps, valuation of life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and inventory level, testing foreign exchange rate hypothesis, and early warning systems for currency crises. This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, Hidden Markov Models in Finance provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets. . ER -