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Multifractal Volatility Theory Forecasting And Pricing Academic Press Advanced Finance 3rd Edition Calvet

  • SKU: BELL-55478704
Multifractal Volatility Theory Forecasting And Pricing Academic Press Advanced Finance 3rd Edition Calvet
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Multifractal Volatility Theory Forecasting And Pricing Academic Press Advanced Finance 3rd Edition Calvet instant download after payment.

Publisher: Academic Press
File Extension: PDF
File size: 3.39 MB
Pages: 272
Author: Calvet, Laurent E., Fisher, Adlai J.
ISBN: 9780121500139, 0121500136
Language: English
Year: 2008
Edition: 3

Product desciption

Multifractal Volatility Theory Forecasting And Pricing Academic Press Advanced Finance 3rd Edition Calvet by Calvet, Laurent E., Fisher, Adlai J. 9780121500139, 0121500136 instant download after payment.

Forecasting volatility is one of the major challenges in the field of finance. Calvet and Fisher present a powerful, new technique for volatility modelling. Their preliminary work has been well-received in the top academic journals and this is the first time they present their research in a comprehensive way.

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