Multifractal Volatility: Theory, Forecasting, and Pricing - Academic Press Advanced Finance - Calvet, Laurent E. (Professor, Chair in Finance - Tanaka Business School, Imperial College London, UK) - Books - Elsevier Science Publishing Co Inc - 9780121500139 - September 1, 2008
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Calvet, Laurent E. (Professor, Chair in Finance - Tanaka Business School, Imperial College London, UK)
Multifractal Volatility: Theory, Forecasting, and Pricing - Academic Press Advanced Finance

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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.

272 pages, Illustrated

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 1, 2008
ISBN13 9780121500139
Publishers Elsevier Science Publishing Co Inc
Pages 272
Dimensions 162 × 238 × 19 mm   ·   566 g
Language English  

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