Fourier-Malliavin Volatility Estimation

Fourier-Malliavin Volatility Estimation

Maria Cristina Recchioni / Maria Elvira Mancino / Simona Sanfelici

80,45 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2017
ISBN:
9783319509679
80,45 €
IVA incluido
Disponible

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Sobre IBD

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. 

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