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Fourier-Malliavin Volatility Estimation

Fourier-Malliavin Volatility Estimation Theory and Practice - SpringerBriefs in Quantitative Finance

Paperback (08 Mar 2017)

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Publisher's Synopsis

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. 

Book information

ISBN: 9783319509679
Publisher: Springer International Publishing
Imprint: Springer
Pub date:
DEWEY: 338.9
DEWEY edition: 23
Language: English
Number of pages: 138
Weight: 321g
Height: 235mm
Width: 155mm
Spine width: 8mm