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Multifractal Volatility: Theory, Forecasting, and Pricing - Academic Press Advanced Finance Calvet, Laurent E. (Professor, Chair in Finance - Tanaka Business School, Imperial College London, UK)
Multifractal Volatility: Theory, Forecasting, and Pricing - Academic Press Advanced Finance
Calvet, Laurent E. (Professor, Chair in Finance - Tanaka Business School, Imperial College London, UK)
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.
272 pages, Illustrated
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2 de septiembre de 2008 |
| ISBN13 | 9780121500139 |
| Editores | Elsevier Science Publishing Co Inc |
| Páginas | 272 |
| Dimensiones | 162 × 238 × 19 mm · 566 g |
| Lengua | Inglés |