encomiast 发表于 2025-3-25 05:22:53

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Apogee 发表于 2025-3-25 09:46:41

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解决 发表于 2025-3-25 12:29:23

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不遵守 发表于 2025-3-25 17:23:03

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.

Ancillary 发表于 2025-3-25 22:24:33

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祖传财产 发表于 2025-3-26 02:43:08

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BIBLE 发表于 2025-3-26 04:22:56

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nerve-sparing 发表于 2025-3-26 10:06:17

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

ABYSS 发表于 2025-3-26 14:24:13

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.

MELON 发表于 2025-3-26 18:21:53

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查看完整版本: Titlebook: Hidden Markov Models in Finance; Rogemar S. Mamon,Robert J. Elliott Book 2007 Springer-Verlag US 2007 Finance.Markov.Markov chain.Markov m