Multi-factor Models and Signal Processing Techniques: Application to Quantitative Finance
by Serges Darolles, Patrick Duvaut and Emmanuelle Jay
$151.26 / copy at 25+ copies As low as $142.36 at 1,000+Your best volume price
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BookPal × TalezoMulti-factor Models and Signal Processing Techniques
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 interesting alternative to the selection of factors (both fundamentals and statistical factors) and can provide more efficient estimation procedures, based on lq regularized Kalman filtering for instance.
With numerous illustrative examples from stock markets, this book meets the needs of both finance practitioners and graduate students in science, econometrics and finance.
The book, Multi-factor Models and Signal Processing Techniques: Application to Quantitative Finance [Bulk, Wholesale, Quantity] ISBN#9781848214194 in Hardcover by Serges Darolles, Patrick Duvaut, Emmanuelle Jay may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
- Publisher
- Wiley
- Authors
- Serges Darolles, Patrick Duvaut, Emmanuelle Jay
- Format
- Hardcover
- Published
- Jul 22, 2013
- ISBN-13
- 9781848214194
- Pages
- 186
- Carton quantity
- 26 copies
- Printing
- Printed on demand
Multi-factor Models and Signal Processing Techniques in bulk: pricing
Volume pricing applies automatically in your cart. No codes, no account needed.
| Copies | Price per copy | You save |
|---|---|---|
| 25 – 99 | $151.26 | 15% off list |
| 100 – 249 | $149.48 | 16% off list |
| 250 – 499 | $147.70 | 17% off list |
| 500 – 999 | $145.92 | 18% off list |
| 1,000+ | $142.36 | 20% off list |
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