標(biāo)題: Titlebook: Hidden Markov Models in Finance; Rogemar S. Mamon,Robert J. Elliott Book 2007 Springer-Verlag US 2007 Finance.Markov.Markov chain.Markov m [打印本頁] 作者: 去是公開 時(shí)間: 2025-3-21 17:32
書目名稱Hidden Markov Models in Finance影響因子(影響力)
書目名稱Hidden Markov Models in Finance影響因子(影響力)學(xué)科排名
書目名稱Hidden Markov Models in Finance網(wǎng)絡(luò)公開度
書目名稱Hidden Markov Models in Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Hidden Markov Models in Finance被引頻次
書目名稱Hidden Markov Models in Finance被引頻次學(xué)科排名
書目名稱Hidden Markov Models in Finance年度引用
書目名稱Hidden Markov Models in Finance年度引用學(xué)科排名
書目名稱Hidden Markov Models in Finance讀者反饋
書目名稱Hidden Markov Models in Finance讀者反饋學(xué)科排名
作者: ALOFT 時(shí)間: 2025-3-21 20:14
On Fair Valuation of Participating Life Insurance Policies With Regime Switching,) when the market values of the reference asset are driven by a Markov-modulated geometric Brownian motion (GBM). We employ the Markov-modulated GBM driven by a continuous-time hidden Markov chain model to describe the impact of the switching behavior of the states of economy on the price dynamics o作者: 翻布尋找 時(shí)間: 2025-3-22 04:19 作者: Canvas 時(shí)間: 2025-3-22 05:52 作者: Arable 時(shí)間: 2025-3-22 09:50
Expected Shortfall Under a Model With Market and Credit Risks,ch find that VaR is not a coherent risk measure and cannot incorporate the loss beyond VaR or tail risk. This chapter considers expected shortfall (ES) as an alternative risk measure. We consider a portfolio subject to both market and credit risks. We model the credit rating using a Markov chain. Th作者: Truculent 時(shí)間: 2025-3-22 14:39 作者: 收養(yǎng) 時(shí)間: 2025-3-22 17:47 作者: 同音 時(shí)間: 2025-3-22 22:56
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching mrkov chain in discrete time. A description of the foreign exchange market and of its stylised features is given. Finally, unbiased forward exchange rate hypothesis (UFER) is tested in the context of the US-dollar/UK-pound spot and forward exchange rates.作者: inferno 時(shí)間: 2025-3-23 04:54 作者: Amorous 時(shí)間: 2025-3-23 08:12
e of the past 80 years. No government in Russia could ignore Zionism, since it emerged a century ago as a major ideological and political force among a Jewish population that was then the largest in the world, and which remains today the world’s third largest Jewish community.作者: DEVIL 時(shí)間: 2025-3-23 09:58
Shu Wu,Yong Zengread from Pakistan to Morocco, seeping into every corner of society, especially in towns but increasingly also into the countryside. It is particularly felt among those social strata which are in part modernised, but traditionalists are also being swept up in its wake. While this movement seized pow作者: giggle 時(shí)間: 2025-3-23 16:32
Robert J. Elliott,Craig A. Wilsonates on the left. In the golden era of the Second International — that is, before 1914 — it was generally the Marxist as opposed to the ‘revisionist’ wing of social democracy, especially in Central and Eastern Europe, that stood in the forefront of opposition to Zionism as a political ideology and m作者: 路標(biāo) 時(shí)間: 2025-3-23 20:44
Tak Kuen Siuread from Pakistan to Morocco, seeping into every corner of society, especially in towns but increasingly also into the countryside. It is particularly felt among those social strata which are in part modernised, but traditionalists are also being swept up in its wake. While this movement seized pow作者: CHAR 時(shí)間: 2025-3-24 01:07 作者: 撕裂皮肉 時(shí)間: 2025-3-24 03:05 作者: 含糊 時(shí)間: 2025-3-24 10:05
Kin Bong Siu,Hailiang Yangrruption, (ii) a preventive approach which includes anti-corruption reforms, establishing anti-corruption institutions and building national integrity systems, and (iii) a pro-active and ethical values-based approach.作者: LIKEN 時(shí)間: 2025-3-24 13:06 作者: 媽媽不開心 時(shí)間: 2025-3-24 15:08 作者: 小丑 時(shí)間: 2025-3-24 19:53
Abdul Abiadand hard to determine a comprehensive definition. Corruption, as Underkuffler (.: 13) remarks, is something that is powerful, insidious, and destructive of human lives and institutions. It transcends those illegal, immoral and ignoble practices that we, people of the world, daily experience. Unlawfu作者: 逢迎白雪 時(shí)間: 2025-3-25 02:06
building process. There is a direct link between corruption and gross violations of human rights. Individuals have been killed, tortured and subjected to other violations of human rights because of their efforts to combat corruption (Kenya Transitional Justice Network .: 18). There are multiple ways作者: encomiast 時(shí)間: 2025-3-25 05:22 作者: Apogee 時(shí)間: 2025-3-25 09:46 作者: 解決 時(shí)間: 2025-3-25 12:29 作者: 不遵守 時(shí)間: 2025-3-25 17:23
Shu Wu,Yong ZengThis begins to be true even in faraway Islamic lands such as Malaysia (as proved by the incident with the New York Philharmonic Orchestra about playing works by Jewish composers). The fundamentalist attitude towards Jews, Israel and Zionism is thus of vital import.作者: Ancillary 時(shí)間: 2025-3-25 22:24 作者: 祖?zhèn)髫?cái)產(chǎn) 時(shí)間: 2025-3-26 02:43 作者: BIBLE 時(shí)間: 2025-3-26 04:22 作者: nerve-sparing 時(shí)間: 2025-3-26 10:06
Book 2007arkets. .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 man作者: ABYSS 時(shí)間: 2025-3-26 14:24
The Term Structure of Interest Rates in a Hidden Markov Setting,ting as a continuous process in continuous time. This allows the valuation of interest rate derivatives using the martingale approach. In particular, a solution is found for the value of a zero-coupon bond. This leads to a non-linear regression model for the yield to maturity, which is used to filter the state of the unobservable Markov chain.作者: MELON 時(shí)間: 2025-3-26 18:21 作者: 鋼筆記下懲罰 時(shí)間: 2025-3-27 00:10
Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality,discrete time with a Markov chain observed in martingale noise. We derive smoothed estimates for the state of the Markov chain governing the evolution of the credit rating process and the parameters of the model.作者: flaggy 時(shí)間: 2025-3-27 02:02
0884-8289 archer who is focusing his research efforts in this area. Ro.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 systemati作者: 發(fā)怨言 時(shí)間: 2025-3-27 05:43 作者: deviate 時(shí)間: 2025-3-27 12:24 作者: Tdd526 時(shí)間: 2025-3-27 16:23
to other violations of human rights because of their efforts to combat corruption (Kenya Transitional Justice Network .: 18). There are multiple ways in which corruption is linked to violent conflict, some direct and some indirect.作者: 含沙射影 時(shí)間: 2025-3-27 20:07
Book 2007olatility, 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...?.作者: 有組織 時(shí)間: 2025-3-28 00:05
Robert J. Elliott,Craig A. Wilsonpolemic against the anti-Zionist Bund rather than against the Zionists!) as an absolutely ‘un-scientific’ and ‘reactionary’ idea whose purpose was to divert the Jewish masses from the class struggle. As Karl Kautsky and the Austro-Marxist Otto Bauer emphasised at the turn of the century, Zionism and作者: 用不完 時(shí)間: 2025-3-28 02:11 作者: modest 時(shí)間: 2025-3-28 08:41
Lakhdar Aggounons as stated in its Vision 2020. The government is reported to be conducting a firm fight against corruption and has put a number of measures and institutions in place in order to build a corruption-free country.作者: 有角 時(shí)間: 2025-3-28 11:44
0884-8289 ic 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...?.978-1-4419-4380-4978-0-387-71163-8Series ISSN 0884-8289 Series E-ISSN 2214-7934 作者: 躺下殘殺 時(shí)間: 2025-3-28 17:09
Emilio Russo,Fabio Spagnolo,Rogemar MamonThis study has explored the concept of corruption, discussed its existence in Rwanda and has proposed an anti-corruption education for Rwandan children. It has demonstrated the link between anti-corruption and peacebuilding efforts.作者: 好開玩笑 時(shí)間: 2025-3-28 19:07
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk,Regime-switching risk has been recently studied in an general equilibrium setting and empirically documented as an significant factor in bond premium. In this paper we apply no arbitrage approach to derive an exact solution of the term structure of interest rates in an essentially-affine-type model under regime-switching risk.作者: GLOSS 時(shí)間: 2025-3-28 23:35 作者: CROW 時(shí)間: 2025-3-29 03:53
978-1-4419-4380-4Springer-Verlag US 2007
