An Introduction to Wavelet Theory in Finance : a Wavelet Multiscale Approach /

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"This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridg...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: In, Francis (Autor), Kim, Sangbae, 1965- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : World Scientific Publishing Co. Pte. Ltd., [2013]
Temas:
Finance > Mathematical models.
Wavelets (Mathematics)
Finances > Modèles mathématiques.
Ondelettes.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Wavelet-Analyse
Mehrskalenanalyse
Finanzmathematik
Finance.
Business & Economics.
Finance - General.
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