Fourier-Malliavin Volatility Estimation : Theory and Practice EPUB
by Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
Part of the SpringerBriefs in Quantitative Finance series
EPUB
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Description
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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- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:01/03/2017
- Category:
- ISBN:9783319509693
Information
-
Download Now
- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:01/03/2017
- Category:
- ISBN:9783319509693
