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.

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 t...