UID:
almafu_9959329054602883
Format:
1 online resource (xxiii, 162 pages) :
,
illustrations
ISBN:
9781118577387
,
1118577388
,
9781118577400
,
111857740X
Series Statement:
ISTE
Content:
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 implemented "risk assessment-based" practices. This book surveys the most widely used factor models employed within the field of financial asset pricing. Through the concrete application of evaluating risks in the hedge fund industry, the authors demonstrate that signal processing techniques are an intere.
Note:
Factor Models and General Definition / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Factor Selection / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- A Regularized Kalman Filter (rgKF) for Spiky Data / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Some Probability Densities -- Supplemental Images.
Additional Edition:
Print version: Darolles, Serges. Multi-factor Models and Signal Processing Techniques : Application to Quantitative Finance. Hoboken : Wiley, ©2013 ISBN 9781848214194
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118577387
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118577387
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118577387
