Multi-factor models and signal processing techniques : application to quantitative finance / Serge Darolles, Patrick Duvaut, Emmanuelle Jay. [electronic resource] Darolles, Serge. Duvaut, Patrick. Jay, Emmanuelle. Factor analysis. Signal processing Mathematics. QA278.5 519.5/354 23 Includes bibliographical references and index (pages 143-152). Online resource; title from PDF title page (Wiley, viewed Aug. 14, 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 "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. Hoboken : Wiley ; London : ISTE, 2013. 2013. 2013 Text 1 online resource (xxiii, 162 pages) : http://onlinelibrary.wiley.com/book/10.1002/9781118577387 eng ISTE ISTE. Multi-factor Models and Signal Processing Techniques : Application to Quantitative Finance. Multi-factor Models and Signal Processing Techniques : Application to Quantitative Finance.