Multifractal Volatility

Laurent E. Calvet , Adlai J. Fisher

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.
  • Limba : Engleza
  • Data Publicarii : 07 Oct 2008
  • Format : Hardback
  • Numar pagini : 272
  • ISBN : 9780121500139
282.99 Lei
Disponibilitate : 4-6 saptamani

Acest produs este disponibil in stocul furnizorilor si poate fi livrat in 4-6 saptamani