Téléchargez le livre : Multi-factor Models and Signal Processing Techniques

Multi-factor Models and Signal Processing Techniques

Application to Quantitative Finance

de

, ,

Éditeur :

Wiley-ISTE


Paru le : 2013-08-02



eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
163,47 €
Téléchargement immédiat
Dès validation de votre commande
Ajouter à ma liste d'envies
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

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.
Pages
186 pages
Collection
n.c
Parution
2013-08-02
Marque
Wiley-ISTE
EAN papier
9781848214194
EAN PDF
9781118577400
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
186
Taille du fichier
3328 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
163,47 €
EAN EPUB
9781118577493
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
186
Taille du fichier
6922 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
163,47 €

Suggestions personnalisées