Del i serien SpringerBriefs in Quantitative Finance
Fourier-Malliavin Volatility Estimation
Theory and Practice
Häftad, Engelska, 2017
869 kr
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This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data. A detailed bibliographic reference is included to permit an in-depth study.
Produktinformation
- Utgivningsdatum2017-03-08
- Mått155 x 235 x undefined mm
- FormatHäftad
- SpråkEngelska
- SerieSpringerBriefs in Quantitative Finance
- Antal sidor138
- FörlagSpringer International Publishing AG
- ISBN9783319509679
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