Multi-factor models and signal processing techniques: application to quantitative finance
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken
Wiley
2013
|
| Schriftenreihe: | ISTE
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | Includes bibliographical references and index (pages 143-152) 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 |
| Beschreibung: | 1 Online-Ressource (xxiii, 162 pages) |
| ISBN: | 9781118577387 1118577388 9781118577400 111857740X 9781848214194 |
Internformat
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Datensatz im Suchindex
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-search | 519.5/354 |
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| discipline | Mathematik |
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| isbn | 9781118577387 1118577388 9781118577400 111857740X 9781848214194 |
| language | English |
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| spelling | Darolles, Serge Verfasser aut Multi-factor models and signal processing techniques application to quantitative finance Serge Darolles, Patrick Duvaut, Emmanuelle Jay Hoboken Wiley 2013 1 Online-Ressource (xxiii, 162 pages) txt rdacontent c rdamedia cr rdacarrier ISTE Includes bibliographical references and index (pages 143-152) 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 Factor analysis Signal processing / Mathematics Wireless communication systems Factor analysis fast Signal processing / Mathematics fast Mathematik Signalverarbeitung (DE-588)4054947-1 gnd rswk-swf Electronic books Signalverarbeitung (DE-588)4054947-1 s 1\p DE-604 Duvaut, Patrick Sonstige oth Jay, Emmanuelle Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118577387 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Darolles, Serge Multi-factor models and signal processing techniques application to quantitative finance Factor analysis Signal processing / Mathematics Wireless communication systems Factor analysis fast Signal processing / Mathematics fast Mathematik Signalverarbeitung (DE-588)4054947-1 gnd |
| subject_GND | (DE-588)4054947-1 |
| title | Multi-factor models and signal processing techniques application to quantitative finance |
| title_auth | Multi-factor models and signal processing techniques application to quantitative finance |
| title_exact_search | Multi-factor models and signal processing techniques application to quantitative finance |
| title_full | Multi-factor models and signal processing techniques application to quantitative finance Serge Darolles, Patrick Duvaut, Emmanuelle Jay |
| title_fullStr | Multi-factor models and signal processing techniques application to quantitative finance Serge Darolles, Patrick Duvaut, Emmanuelle Jay |
| title_full_unstemmed | Multi-factor models and signal processing techniques application to quantitative finance Serge Darolles, Patrick Duvaut, Emmanuelle Jay |
| title_short | Multi-factor models and signal processing techniques |
| title_sort | multi factor models and signal processing techniques application to quantitative finance |
| title_sub | application to quantitative finance |
| topic | Factor analysis Signal processing / Mathematics Wireless communication systems Factor analysis fast Signal processing / Mathematics fast Mathematik Signalverarbeitung (DE-588)4054947-1 gnd |
| topic_facet | Factor analysis Signal processing / Mathematics Wireless communication systems Mathematik Signalverarbeitung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118577387 |
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