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...
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 |
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