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001 978-3-319-50969-3
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005 20181204134422.0
007 cr nn 008mamaa
008 170301s2017 gw | s |||| 0|eng d
020 _a9783319509693
_9978-3-319-50969-3
024 7 _a10.1007/978-3-319-50969-3
_2doi
040 _aISI Library, Kolkata
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aKF
_2thema
082 0 4 _a519
_223
100 1 _aMancino, Maria Elvira.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aFourier-Malliavin Volatility Estimation
_h[electronic resource] :
_bTheory and Practice /
_cby Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aX, 138 p. 25 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Quantitative Finance,
_x2192-7006
505 0 _aIntroduction -- A First Glance at Fourier Method -- Estimation of Integrated Volatility -- Estimation of Instantaneous Volatility -- High Frequency Analysis: Market Microstructure Noise Issues -- Getting Inside the Latent Volatility -- Mathematical Essentials -- Codes for the Fourier Estimator.
520 _aThis 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. .
650 0 _aFinance.
650 0 _aMathematics.
650 0 _aData mining.
650 1 4 _aQuantitative Finance.
_0http://scigraph.springernature.com/things/product-market-codes/M13062
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
650 2 4 _aData Mining and Knowledge Discovery.
_0http://scigraph.springernature.com/things/product-market-codes/I18030
700 1 _aRecchioni, Maria Cristina.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aSanfelici, Simona.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319509679
776 0 8 _iPrinted edition:
_z9783319509686
830 0 _aSpringerBriefs in Quantitative Finance,
_x2192-7006
856 4 0 _uhttps://doi.org/10.1007/978-3-319-50969-3
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c427308
_d427308