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£47.58
Springer Fourier-Malliavin Volatility Estimation: Theory and Practice (SpringerBriefs in Quantitative Finance)
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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.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 3319509675
- Domain
- Amazon UK
- Release Date
- 08 March 2017
- Listed Since
- 10 November 2016
Barcode
No barcode data available
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