| 000 | 03413cam a2200637Ia 4500 | ||
|---|---|---|---|
| 001 | ocn855780055 | ||
| 003 | OCoLC | ||
| 005 | 20171106092650.0 | ||
| 006 | m o d | ||
| 007 | cr cnu|||unuuu | ||
| 008 | 130814s2013 njua ob 001 0 eng d | ||
| 020 |
_a9781118577387 _q(electronic bk.) |
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| 020 |
_a1118577388 _q(electronic bk.) |
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| 020 | _a9781118577400 | ||
| 020 | _a111857740X | ||
| 020 | _z9781848214194 | ||
| 029 | 1 |
_aAU@ _b000052007671 |
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| 029 | 1 |
_aAU@ _b000058000181 |
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| 029 | 1 |
_aCHBIS _b010441774 |
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| 029 | 1 |
_aCHVBK _b33409593X |
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| 029 | 1 |
_aDEBBG _bBV043396152 |
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| 029 | 1 |
_aDEBSZ _b431490570 |
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| 029 | 1 |
_aDEBSZ _b449381358 |
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| 029 | 1 |
_aNZ1 _b15341684 |
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| 035 |
_a(OCoLC)855780055 _z(OCoLC)857365255 |
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| 040 |
_aDG1 _beng _epn _cDG1 _dCUI _dOCLCO _dOCLCF _dEBLCP _dDEBSZ _dOCLCO _dOCLCQ _dOCLCO _dDEBBG _dOCLCQ _dOCLCO |
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| 049 | _aMAIN | ||
| 050 | 4 | _aQA278.5 | |
| 082 | 0 | 4 |
_a519.5/354 _223 |
| 100 | 1 | _aDarolles, Serge. | |
| 245 | 1 | 0 |
_aMulti-factor models and signal processing techniques : application to quantitative finance / _cSerge Darolles, Patrick Duvaut, Emmanuelle Jay. _h[electronic resource] |
| 260 |
_aHoboken : _bWiley ; _aLondon : _bISTE, _c2013. |
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| 300 |
_a1 online resource (xxiii, 162 pages) : _billustrations. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 | _aISTE | |
| 504 | _aIncludes bibliographical references and index (pages 143-152). | ||
| 505 | 0 | _aFactor Models and General Definition / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Factor Selection / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- A Regularized Kalman Filter (rgKF) for Spiky Data / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Some Probability Densities -- Supplemental Images. | |
| 520 | _aWith 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 intere. | ||
| 588 | 0 | _aOnline resource; title from PDF title page (Wiley, viewed Aug. 14, 2013). | |
| 650 | 0 | _aFactor analysis. | |
| 650 | 0 |
_aSignal processing _xMathematics. |
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| 650 | 4 | _aFactor analysis. | |
| 650 | 4 |
_aSignal processing _xMathematics. |
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| 650 | 4 | _aWireless communication systems. | |
| 650 | 7 |
_aFactor analysis. _2fast _0(OCoLC)fst01432040 |
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| 650 | 7 |
_aSignal processing _xMathematics. _2fast _0(OCoLC)fst01118302 |
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| 655 | 4 | _aElectronic books. | |
| 700 | 1 | _aDuvaut, Patrick. | |
| 700 | 1 | _aJay, Emmanuelle. | |
| 776 | 0 | 8 |
_iPrint version: _aDarolles, Serges. _tMulti-factor Models and Signal Processing Techniques : Application to Quantitative Finance. _dHoboken : Wiley, ©2013 _z9781848214194 |
| 830 | 0 | _aISTE. | |
| 856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118577387 _zWiley Online Library |
| 942 |
_2ddc _cBK |
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| 999 |
_c206938 _d206938 |
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