Multi-factor models and signal processing techniques : application to quantitative finance /

With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This new paradigm leverages "embedded" quantitative processes and methods to provide more transparent, adaptive, reliable and easily impl...

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Bibliographic Details
Main Author: Darolles, Serge
Other Authors: Duvaut, Patrick, Jay, Emmanuelle
Format: eBook
Language:English
Published: Hoboken : Wiley ; 2013.
London : ISTE, 2013.
Series:ISTE.
Subjects:
Online Access:Full Text via HEAL-Link