Fourier-Malliavin Volatility Estimation: Theory and Practice
Author:   Maria Elvira Mancino ,  Maria Cristina Recchioni ,  Simona Sanfelici
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2017
ISBN:  

9783319509679


Pages:   138
Publication Date:   08 March 2017
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Fourier-Malliavin Volatility Estimation: Theory and Practice


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Author:   Maria Elvira Mancino ,  Maria Cristina Recchioni ,  Simona Sanfelici
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2017
Dimensions:   Width: 15.50cm , Height: 0.80cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9783319509679


ISBN 10:   3319509675
Pages:   138
Publication Date:   08 March 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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This is a very interesting book on Fourier-Malliavin volatility estimation. ... this is a easy-to-read and self-contained book for everyone interested in Fourier methods in volatility estimation. (Elisa Alos, zbMath 1416.91005, 2019)


“This is a very interesting book on Fourier-Malliavin volatility estimation. … this is a easy-to-read and self-contained book for everyone interested in Fourier methods in volatility estimation.” (Elisa Alòs, zbMath 1416.91005, 2019)


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