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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...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2017
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-50969-3 http://cds.cern.ch/record/2258713 |
| _version_ | 1780953896606236672 |
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| author | Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona |
| author_facet | Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona |
| author_sort | Mancino, Maria Elvira |
| collection | CERN |
| 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. . |
| id | cern-2258713 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2017 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-22587132021-04-21T19:16:58Zdoi:10.1007/978-3-319-50969-3http://cds.cern.ch/record/2258713engMancino, Maria ElviraRecchioni, Maria CristinaSanfelici, SimonaFourier-Malliavin volatility estimation: theory and practiceMathematical Physics and MathematicsThis 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. .Springeroai:cds.cern.ch:22587132017 |
| spellingShingle | Mathematical Physics and Mathematics Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona Fourier-Malliavin volatility estimation: theory and practice |
| title | Fourier-Malliavin volatility estimation: theory and practice |
| title_full | Fourier-Malliavin volatility estimation: theory and practice |
| title_fullStr | Fourier-Malliavin volatility estimation: theory and practice |
| title_full_unstemmed | Fourier-Malliavin volatility estimation: theory and practice |
| title_short | Fourier-Malliavin volatility estimation: theory and practice |
| title_sort | fourier-malliavin volatility estimation: theory and practice |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-3-319-50969-3 http://cds.cern.ch/record/2258713 |
| work_keys_str_mv | AT mancinomariaelvira fouriermalliavinvolatilityestimationtheoryandpractice AT recchionimariacristina fouriermalliavinvolatilityestimationtheoryandpractice AT sanfelicisimona fouriermalliavinvolatilityestimationtheoryandpractice |