Multi-Factor Models and Signal Processing Techniques
Application to Quantitative Finance
|Publication Date:||Aug 2013|
| Publisher:||John Wiley & Sons, Incorporated|
| Book Format:||Ebook|
|List Price:||Contact Supplier contact
| Book 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...