Multi-Factor Models and Signal Processing Techniques

Multi-Factor Models and Signal Processing Techniques

Application to Quantitative Finance

by Emmanuelle Jay
4/5

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,.

First published
2013
Publishers
Wiley & Sons· Incorporated· John
Language
English

Books

Similar books