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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken : London :
Wiley ; ISTE,
2013.
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| Colección: | ISTE.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (xxiii, 162 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index (pages 143-152). |
| ISBN: | 9781118577387 1118577388 9781118577400 111857740X |