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Fourier-Malliavin Volatility Estimation

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Fourier-Malliavin Volatility Estimation
  • Forlagets pris kr. 589,95
  • Leveringstid 2-4 uger
  • Forventet levering 18-07-2018
  • Bog, paperback (kr. 429,95) (kr. 429,95)
    1. Beskrivelse

      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. 1 Paperback 25 Illustrations, color; X, 138 p. 25 illus. in color.

      Andre udgaver:

      E-bog, ePub

    2. Yderligere info
      Udgivelsesdato:
      08-03-2017
      Sprog:
      Engelsk
      ISBN13:
      9783319509679
      Sidetal:
      138
      Vægt:
      238 g
      Højde:
      8 mm
      Bredde:
      155 mm
      Længde:
      235 mm
      Mærkat:
      Bog, paperback
      Format:
      Paperback
      Udgave:
      1st ed. 2017
      • Bibliotekernes beskrivelse

        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.

    3. Anmeldelser

      Kundernes boganmeldelser af Fourier-Malliavin Volatility Estimation

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