Click Here to Download: https://ouo.io/0QFQnl Fourier-Malliavin Volatility Estimation Theory and Practice By: Maria Elvira Mancino; Maria Cristina Recchioni; Simona Sanfelici Publisher: Springer Print ISBN: 9783319509679, 3319509675 eText ISBN: 9783319509693, 3319509691 Copyright year: 2017 Format: PDF Available from $ 69.99 USD SKU 9783319509693 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.
