Fourier-Malliavin Volatility Estimation Theory and Practice
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 t...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2017, 2017
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| Edition: | 1st ed. 2017 |
| Series: | SpringerBriefs in Quantitative Finance
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | X, 138 p. 25 illus. in color online resource |
| ISBN: | 9783319509693 |