Fourier-Malliavin Volatility Estimation Theory and Practice /

Fourier-Malliavin Volatility Estimation Theory and Practice /

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...

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Bibliographic Details
Main Authors: Mancino, Maria Elvira (Author), Recchioni, Maria Cristina (Author), Sanfelici, Simona (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
Mathematics.
Data mining.
Game theory.
Economics, Mathematical.
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Data Mining and Knowledge Discovery.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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