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Fourier-Malliavin Volatility Estimation: Theory and Practice - SpringerBriefs in Quantitative Finance Maria Elvira Mancino 1st ed. 2017 edition
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Fourier-Malliavin Volatility Estimation: Theory and Practice - SpringerBriefs in Quantitative Finance
Maria Elvira Mancino
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.
135 pages, 24 colour illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 8, 2017 |
| ISBN13 | 9783319509679 |
| Publishers | Springer International Publishing AG |
| Pages | 138 |
| Dimensions | 155 × 235 × 8 mm · 217 g |
| Language | German |
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