Multi-Factor Models and Signal Processing Techniques Application to Quantitative Finance |
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| Author:
| Darolles, Serges
Duvaut, Patrick
Jay, Emmanuelle |
| ISBN: | 978-1-84821-419-4 |
| Publication Date: | Jul 2013 |
| Publisher: | John Wiley & Sons, Incorporated
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| Imprint: | Wiley-ISTE |
| Book Format: | Hardback |
| List Price: | AUD $295.95 |
Book Description:
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Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field.
Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field.