Rogemar S. Mamon Books
Hidden Markov Models In Finance
By Robert J. Elliott, Rogemar S. Mamon
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 In...
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Hidden Markov Models In Finance
By Robert J. Elliott, Rogemar S. Mamon
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to spe...
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Hidden Markov Models In Finance
By Robert J. Elliott, Rogemar S. Mamon, Rogemar S. Mamon; Robert J Elliott
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to spe...
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Hidden Markov Models In Finance: Further Developments And Applications, Volume II (International Series In Operations Research & Management Science Book 209)
By Rogemar S. Mamon, Rogemar S. Mamon, Robert J. Elliott (Eds.)
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of ap...
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