All ebooks by Maria Cristina Recchioni in PDF and EPUB

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Add to my wish list Fourier-Malliavin Volatility Estimation Maria Elvira Mancino , Maria Cristina Recchioni , Simona Sanfelici 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... Publication date: 2017-03-01 Format: PDF, ePub Publisher: Springer Collection: SpringerBriefs in Quantitative Finance PDF ePub Add to basket £54,99

Add to my wish list

Fourier-Malliavin Volatility Estimation

Maria Elvira Mancino , Maria Cristina Recchioni , Simona Sanfelici

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...

Publication date: 2017-03-01

Format: PDF, ePub

Publisher: Springer

Collection: SpringerBriefs in Quantitative Finance

Add to basket

£54,99

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