Fourier-Malliavin Volatility Estimation: Theory and Practice (SpringerBriefs in Quantitative Finance)
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- 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.
- Copyright:
- 2017
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783319509693
- Related ISBNs:
- 9783319509679
- Publisher:
- Springer International Publishing
- Date of Addition:
- 10/03/18
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Computers and Internet, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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