Patrick Duvaut: 1 book
Multi-factor Models and Signal Processing Techniques
Application to Quantitative Finance
Language: English
Release Date: August 2, 2013
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...
