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Fourier-Malliavin Volatility Estimation - Theory and Practice (Paperback, 1st ed. 2017) Loot Price: R1,597
Discovery Miles 15 970
Repayment Terms: R150 pm x 12*
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Fourier-Malliavin Volatility Estimation - Theory and Practice (Paperback, 1st ed. 2017): Maria Elvira Mancino, Maria Cristina...

Fourier-Malliavin Volatility Estimation - Theory and Practice (Paperback, 1st ed. 2017)

Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

Series: SpringerBriefs in Quantitative Finance

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Loot Price R1,597 Discovery Miles 15 970 | Repayment Terms: R150 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: SpringerBriefs in Quantitative Finance
Release date: March 2017
First published: 2017
Authors: Maria Elvira Mancino • Maria Cristina Recchioni • Simona Sanfelici
Dimensions: 235 x 155 x 8mm (L x W x T)
Format: Paperback
Pages: 138
Edition: 1st ed. 2017
ISBN-13: 978-3-319-50967-9
Categories: Books > Science & Mathematics > Mathematics > Optimization > Game theory
Books > Computing & IT > Applications of computing > Databases > Data mining
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LSN: 3-319-50967-5
Barcode: 9783319509679

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