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Fourier-Malliavin Volatility Estimation

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Product Details

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783319509693
Condition
New
Product Description

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.

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