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Fourier-Malliavin Volatility Estimation Theory and Practice von Mancino, Maria Elvira (eBook)

  • Erscheinungsdatum: 30.03.2017
  • Verlag: Springer-Verlag
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Fourier-Malliavin Volatility Estimation

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.

Produktinformationen

    Format: PDF
    Kopierschutz: AdobeDRM
    Seitenzahl: 138
    Erscheinungsdatum: 30.03.2017
    Sprache: Englisch
    ISBN: 9783319509693
    Verlag: Springer-Verlag
    Größe: 2906kBytes
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