Hidden Markov models in finance
By: Elliott, Robert J.
Contributor(s): Mamon, Rogemar S.
Material type:
BookSeries: International series in operations research & management science.Publisher: New York: Springer, 2007Description: xix, 184 p.; ill.: 25 cm.ISBN: 9780387710815 .Subject(s): Finance -- Mathematical models | Markov processesDDC classification: 332.01519233
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| Books | 332.01519233 MAM (Browse shelf) | Available | 017007 |
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| 332.01519 DIN Probability theory in finance : a mathematical guide to the Black-Scholes formula | 332.015192 HAB Calculus of finance | 332.0151922 SHR Stochastic calculus models for finance I : the binomial asset pricing model | 332.01519233 MAM Hidden Markov models in finance | 332.015195 ALH Mathematical finance | 332.015195 GAR Introduction to actuarial and financial mathematical methods | 332.0151955 AND Handbook of financial time series |
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