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Multifractal Volatility: Theory, Forecasting, and Pricing
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Multifractal Volatility: Theory, Forecasting, and Pricing Hardcover - 2008

by Laurent E. Calvet; Adlai J. Fisher


From the publisher

Includes bibliographical references (p. [229]-250) and index.

Details

  • Title Multifractal Volatility: Theory, Forecasting, and Pricing
  • Author Laurent E. Calvet; Adlai J. Fisher
  • Binding Hardcover
  • Edition First edition
  • Pages 272
  • Volumes 1
  • Language ENG
  • Publisher Academic Press, St Louis, Missouri, U.S.A.
  • Date 2008-09-02
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • ISBN 9780121500139 / 0121500136
  • Weight 1.25 lbs (0.57 kg)
  • Dimensions 8.9 x 6 x 0.9 in (22.61 x 15.24 x 2.29 cm)
  • Library of Congress subjects Economic forecasting - Econometric models, Finance - Econometric models
  • Dewey Decimal Code 332.015
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Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)
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Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)

by Calvet, Laurent E

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Multifractal Volatility: Theory, Forecasting, and Pricing
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Multifractal Volatility: Theory, Forecasting, and Pricing

by Calvet, Laurent E./ Fisher, Adlai J.

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Academic Pr, 2008. Hardcover. New. illustrated edition. 264 pages. 9.25x6.25x1.00 inches.
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Multifractal Volatility: Theory, Forecasting, and Pricing

Multifractal Volatility: Theory, Forecasting, and Pricing

by Laurent E. Calvet

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Hardback. New. 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.
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Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)
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Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)

by Calvet, Laurent E.

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Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)
Stock Photo: Cover May Be Different

Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)

by Calvet, Laurent E

  • Used
  • Hardcover
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Used:Good
Binding
Hardcover
ISBN 10 / ISBN 13
9780121500139 / 0121500136
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Multifractal Volatility: Theory, Forecasting, and Pricing

Multifractal Volatility: Theory, Forecasting, and Pricing

by Laurent E. Calvet

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