Fourier-Malliavin Volatility Estimation: Theory and Practice - Couverture souple

Mancino, Maria Elvira Elvira; Recchioni, Maria Cristina; Sanfelici, Simona

Couverture souple

ISBN 10 : 3319509675 ISBN 13 : 9783319509679

Editeur : Springer, 2017

Synopsis

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. 

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 3319509675
• ISBN 13: 9783319509679
• Reliure: Broché
• Numéro d'édition: 1
• Nombre de pages: 148
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne