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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

Format
paperback
Domain
Amazon UK
Release Date
08 March 2017
Listed Since
10 November 2016

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