Fourier-Malliavin Volatility Estimation: Theory and Practice (SpringerBriefs in Quantitative Finance)
暫譯: 傅里葉-馬利亞文波動率估計：理論與實踐 (SpringerBriefs in Quantitative Finance)

This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.  Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data.  A detailed bibliographic reference is included to permit an in-depth study.