Multi-factor Models and Signal Processing Techniques

Name: Multi-factor Models and Signal Processing Techniques
Brand: ISTE Ltd and John Wiley & Sons Inc
SKU: 9781848214194
Price: 3790 CZK
Availability: InStock

Application to Quantitative Finance

Autor: Serges Darolles, Patrick Duvaut, Emmanuelle Jay

Jazyk:

Vazba: Pevná

Vydavatel: ISTE Ltd and John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

3 790 Kč

Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models emp...

Informace o knize

Autor

Serges Darolles, Patrick Duvaut, Emmanuelle Jay

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2013

Stránek

182

EAN

9781848214194

ISBN

1848214197

Enbook ID

05103670

Vydavatel

ISTE Ltd and John Wiley & Sons Inc

Hmotnost

488

Rozměry

157 x 239 x 21

Kompletní popis

Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field. It offers a unique perspective on these models, using the concrete application of evaluating risks in the hedge fund industry to demonstrate that signal processing techniques can be an interesting alternative to the selection of factors, whether they are fundamental or statistical factors. More importantly, the book shows how the signal processing approach can provide more efficient estimation procedures based, for instance, on lq regularized Kalman Filtering.

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Multi-factor Models and Signal Processing Techniques

Application to Quantitative Finance

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také