03413cam a2200637Ia 4500001001300000003000600013005001700019006001900036007001500055008004100070020003600111020003300147020001800180020001500198020001800213029002200231029002200253029002100275029002100296029002300317029002100340029002100361029001800382035003900400040009700439049000900536050001200545082001800557100002100575245016900596260004700765300005900812336002600871337002600897338003600923490000900959504006700968505044501035520059801480588007802078650002102156650003602177650002102213650003602234650003602270650004702306650006202353655002202415700002102437700002102458776017102479830001002650856008402660942001202744999001902756ocn855780055OCoLC20171106092650.0m     o  d        cr cnu|||unuuu130814s2013    njua    ob    001 0 eng d  a9781118577387q(electronic bk.)  a1118577388q(electronic bk.)  a9781118577400  a111857740X  z97818482141941 aAU@b0000520076711 aAU@b0000580001811 aCHBISb0104417741 aCHVBKb33409593X1 aDEBBGbBV0433961521 aDEBSZb4314905701 aDEBSZb4493813581 aNZ1b15341684  a(OCoLC)855780055z(OCoLC)857365255  aDG1bengepncDG1dCUIdOCLCOdOCLCFdEBLCPdDEBSZdOCLCOdOCLCQdOCLCOdDEBBGdOCLCQdOCLCO  aMAIN 4aQA278.504a519.5/3542231 aDarolles, Serge.10aMulti-factor models and signal processing techniques : application to quantitative finance /cSerge Darolles, Patrick Duvaut, Emmanuelle Jay.h[electronic resource]  aHoboken :bWiley ;aLondon :bISTE,c2013.  a1 online resource (xxiii, 162 pages) :billustrations.  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier1 aISTE  aIncludes bibliographical references and index (pages 143-152).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.  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.0 aOnline resource; title from PDF title page (Wiley, viewed Aug. 14, 2013). 0aFactor analysis. 0aSignal processingxMathematics. 4aFactor analysis. 4aSignal processingxMathematics. 4aWireless communication systems. 7aFactor analysis.2fast0(OCoLC)fst01432040 7aSignal processingxMathematics.2fast0(OCoLC)fst01118302 4aElectronic books.1 aDuvaut, Patrick.1 aJay, Emmanuelle.08iPrint version:aDarolles, Serges.tMulti-factor Models and Signal Processing Techniques : Application to Quantitative Finance.dHoboken : Wiley, ©2013z9781848214194 0aISTE.40uhttp://onlinelibrary.wiley.com/book/10.1002/9781118577387zWiley Online Library  2ddccBK  c206938d206938