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Multi‐Factor Models and Signal Processing Techniques : Application to Quantitative Finance /
Darolles, Serge
Multi‐Factor Models and Signal Processing Techniques : Application to Quantitative Finance / Serge Darolles, Patrick Duvaut, and Emmanuelle Jay. - Hoboken, New Jersey : John Wiley & Sons, c 2013. - xxi, 157 p. : ill. ;
Includes bibliographical reference and index
9781848214194 9781118577387
Signal Processing
Factor analysis
621.3822
Multi‐Factor Models and Signal Processing Techniques : Application to Quantitative Finance / Serge Darolles, Patrick Duvaut, and Emmanuelle Jay. - Hoboken, New Jersey : John Wiley & Sons, c 2013. - xxi, 157 p. : ill. ;
Includes bibliographical reference and index
9781848214194 9781118577387
Signal Processing
Factor analysis
621.3822