{"product_id":"9781848214194","title":"Multi-factor Models and Signal Processing Techniques Application to Quantitative Finance","description":"\u003ch1\u003eMulti-factor Models and Signal Processing Techniques\u003c\/h1\u003e\u003ch2\u003eApplication to Quantitative Finance\u003c\/h2\u003e\u003ch3\u003eSerges Darolles | Patrick Duvaut | Emmanuelle Jay\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eTechnology \u0026amp; Engineering \/ Signals \u0026amp; Signal Processing\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003eWith 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.\u003c\/p\u003e \u003cp\u003eThis 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 interesting alternative to the selection of factors (both fundamentals and statistical factors) and can provide more efficient estimation procedures, based on lq regularized Kalman filtering for instance.\u003c\/p\u003e \u003cp\u003eWith numerous illustrative examples from stock markets, this book meets the needs of both finance practitioners and graduate students in science, econometrics and finance.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cp\u003e\u003cb\u003eSerge Darolles\u003c\/b\u003e is Professor of Finance at Paris-Dauphine University, Vice-President of QuantValley, co-founder of QAMLab SAS, and member of the Quantitative Management Initiative (QMI) scientific committee. His research interests include financial econometrics, liquidity and hedge fund analysis. He has written numerous articles, which have been published in academic journals.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePatrick Duvaut\u003c\/b\u003e is currently the Research Director of Telecom ParisTech, France. He is co-founder of QAMLab SAS, and a member of the Quantitative Management Initiative (QMI) scientific committee. His fields of expertise encompass statistical signal processing, digital communications, embedded systems and QUANT finance.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eEmmanuelle Jay\u003c\/b\u003e is co-founder and President of QAMLab SAS. She has worked at Aequam Capital as co-head of R\u0026amp;D since April 2011 and is member of the Quantitative Management Initiative (QMI) scientific committee. Her research interests include SP for finance, quantitative and statistical finance, and hedge fund analysis.\u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e22 July 2013\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-ISTE\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781848214194\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e186\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e17.28\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44310338699404,"sku":"9781848214194","price":160.16,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781848214194_010ca703-572d-4f38-bb86-9756b2608cce.jpg?v=1780192222","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781848214194","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}