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Multifractal Volatility eBook

Theory, Forecasting, And Pricing

by Adlai J. Fisher e Laurent E. Calvet
language: english
Publisher: ELSEVIER SCIENCE, October of 2008 ‧
71,54€
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Offers a technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a treatment of the use of multifractal techniques in finance. This book aims to popularize the approach by presenting these developments to a wider audience.

Multifractal Volatility

Theory, Forecasting, And Pricing

by Adlai J. Fisher e Laurent E. Calvet

Property Description
ISBN: 9780080559964
Publisher: ELSEVIER SCIENCE
Release Date: October of 2008
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Academic Press Advanced Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9780080559964