Hidden Markov Models in Finance
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 t
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Hidden Markov Models in Finance Edited by
Rogemar S. Mamon Robert J. Elliott
Rogemar S. Mamon University of Western Ontario London, Canada
Robert J. Elliott University of Calgary Calgary, Canada
Library of Congress Control Number: 2007921976 ISBN-10: 0-387-71081-7 (HB) ISBN-10: 0-387-71163-5 (e-book) ISBN-13: 978-0-387-71081-5 (HB) ISBN-13: 978-0-387-71163-8 (e-book) Printed on acid-free paper. c 2007 by Springer Science+Business Media, LLC All rights reserved. This work may not be translated or copied i
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