SpringerBriefs in Quantitative Finance: Theory and Practice

Mancino, Maria Elvira; Recchioni, Maria Cristina; Sanfelici, Simona

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. 

Details

Published by: Springer

Publication Date: 2017-03-08

Format: Paperback

ISBN-13: 9783319509679

DOI: 10.1007/978-3-319-50969-3

Dimensions: 235cm x155cm

Pages: 138