Cover Image

Multi-factor models and signal processing techniques : application to quantitative finance /

Bibliographic Details
Main Authors: Darolles, Serge (Author), Duvaut, Patrick (Author), Jay, Emmanuelle (Author)
Corporate Author: International Society for Technology in Education
Format: eBook
Language:English
Published: London : Hoboken, NJ : ISTE ; John Wiley & Sons, Inc., 2013.
Series:Digital signal and image processing series.
Subjects:
Factor analysis.
Signal processing > Mathematics.
Finance > Data processing.
Finance > Mathematical models.
Factor Analysis, Statistical
Online Access:Connect to the full text of this electronic book
Description
Physical Description:1 online resource (xxiii, 157 pages, 4 unnumbered pages of plates : : illustrations (some color.)
Bibliography:Includes bibliographical references (pages 143-152) and index.
ISBN:9781118577387 (electronic bk.)
1118577388 (electronic bk.)