Fourier-Malliavin Volatility Estimation Theory and Practice /

• Κύριοι συγγραφείς: Mancino, Maria Elvira (Συγγραφέας), Recchioni, Maria Cristina (Συγγραφέας), Sanfelici, Simona (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: SpringerBriefs in Quantitative Finance,
• Θέματα: Mathematics.; Data mining.; Game theory.; Economics, Mathematical.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.; Data Mining and Knowledge Discovery.
• Φυσική περιγραφή: X, 138 p. 25 illus. in color. online resource.
• ISBN: 9783319509693
• ISSN: 2192-7006

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. .