Multi-Factor Models and Signal Processing Techniques: Application to Quantitative Finance

by J Emmanuelle, Patrick Duvaut, Serges Darolles

With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fundmanagement has emerged. This new paradigm leverages"embedded" quantitative processes and methods toprovide more transparent, adaptive, reliable and easily implemented"risk assessment-based" practices.
This book surveys the most widely used factor models employedwithin the field of financial asset pricing. Through the...

• Format: Hardcover
• Language: English
• ISBN: 1848214197
• ISBN13: 9781848214194
• Release Date: July 2013
• Publisher: Wiley-Iste
• Length: 186 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.9" x 6.0" x 9.2"