Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits.
Create an account for free
Contact
How to shop
Help
Delivery
DPD courier 4.99 €
GLS courier 9.99 €
Shopping guide
My account
▸
Empty :-(
0
Multi-factor Models and Signal Processing Techniques
Application to Quantitative Finance
Language
English
English
Book
Hardback
Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models emp...
Full description
Libristo code: 05103670
?
411 b
411 b
169.80
€
In stock at our supplier
Shipping in 14-21 days
Up to 30 days for returns
Customers also purchased
/
Hardback
198.75
€
Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field. It offers a unique perspective on these models, using the concrete application of evaluating risks in the hedge fund industry to demonstrate that signal processing techniques can be an interesting alternative to the selection of factors, whether they are fundamental or statistical factors. More importantly, the book shows how the signal processing approach can provide more efficient estimation procedures based, for instance, on lq regularized Kalman Filtering.
Actress
&
Polyglot
EWA KASP
for
Play video
Libristo has the largest selection of foreign-language books. That’s why I buy my books there.
About the book
Full name
Multi-factor Models and Signal Processing Techniques
Author
Serges Darolles, Patrick Duvaut, Emmanuelle Jay
Language
English
English
Binding
Book - Hardback
Date of issue
2013
Number of pages
182
EAN
9781848214194
ISBN
1848214197
Libristo code
05103670
Publishers
ISTE Ltd and John Wiley & Sons Inc
Weight
488
Dimensions
157 x 239 x 21
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
31.67
€
/
Paperback
48.97
€
Book advisor Libroamiko
By using this chat, you are communicating with generative artificial intelligence. By using it, you also agree to the processing of personal data.
Hi! I'm Libroamiko, your book advisor.
How can I help you?
Hi, I'm Libroamiko, can I help?