Fourier-Malliavin volatility estimation: theory and practice
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
[2017]
|
| Schriftenreihe: | SpringerBriefs in quantitative finance
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBM01 UBT01 UBW01 UEI01 UPA01 Volltext |
| Beschreibung: | 1 Online-Ressource (X, 138 Seiten, 25 illus. in color) |
| ISBN: | 9783319509693 |
| ISSN: | 2192-7006 |
| DOI: | 10.1007/978-3-319-50969-3 |
Internformat
MARC
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| 700 | 1 | |a Sanfelici, Simona |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| _version_ | 1806181074798116864 |
| any_adam_object | |
| author | Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona |
| author_GND | (DE-588)171901967 |
| author_facet | Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona |
| author_role | aut aut aut |
| author_sort | Mancino, Maria Elvira |
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| bvnumber | BV044257400 |
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| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-319-50969-3 |
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| id | DE-604.BV044257400 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-01T12:35:01Z |
| institution | BVB |
| isbn | 9783319509693 |
| issn | 2192-7006 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029662407 |
| oclc_num | 992510418 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-898 DE-BY-UBR DE-861 DE-523 DE-703 DE-863 DE-BY-FWS DE-20 DE-739 DE-634 DE-862 DE-BY-FWS DE-824 DE-188 |
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| physical | 1 Online-Ressource (X, 138 Seiten, 25 illus. in color) |
| psigel | ZDB-2-SMA ZDB-2-SMA_2017 |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Springer |
| record_format | marc |
| series2 | SpringerBriefs in quantitative finance |
| spellingShingle | Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona Fourier-Malliavin volatility estimation theory and practice Mathematics Data mining Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery Mathematik |
| title | Fourier-Malliavin volatility estimation theory and practice |
| title_auth | Fourier-Malliavin volatility estimation theory and practice |
| title_exact_search | Fourier-Malliavin volatility estimation theory and practice |
| title_full | Fourier-Malliavin volatility estimation theory and practice Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| title_fullStr | Fourier-Malliavin volatility estimation theory and practice Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| title_full_unstemmed | Fourier-Malliavin volatility estimation theory and practice Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| title_short | Fourier-Malliavin volatility estimation |
| title_sort | fourier malliavin volatility estimation theory and practice |
| title_sub | theory and practice |
| topic | Mathematics Data mining Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery Mathematik |
| topic_facet | Mathematics Data mining Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery Mathematik |
| url | https://doi.org/10.1007/978-3-319-50969-3 |
| work_keys_str_mv | AT mancinomariaelvira fouriermalliavinvolatilityestimationtheoryandpractice AT recchionimariacristina fouriermalliavinvolatilityestimationtheoryandpractice AT sanfelicisimona fouriermalliavinvolatilityestimationtheoryandpractice |