Multi-factor models and signal processing techniques : (Record no. 20765)
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fixed length control field | 03416cam a2200661Ia 4500 |
001 - CONTROL NUMBER | |
control field | ocn855780055 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20230823095500.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
fixed length control field | m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cnu|||unuuu |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 130814s2013 njua ob 001 0 eng d |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | DG1 |
Language of cataloging | eng |
Description conventions | pn |
Transcribing agency | DG1 |
Modifying agency | CUI |
-- | OCLCO |
-- | OCLCF |
-- | EBLCP |
-- | DEBSZ |
-- | OCLCO |
-- | OCLCQ |
-- | OCLCO |
-- | DEBBG |
-- | OCLCQ |
-- | OCLCO |
019 ## - | |
-- | 857365255 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9781118577387 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 1118577388 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9781118577400 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 111857740X |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Cancelled/invalid ISBN | 9781848214194 |
029 1# - (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000052007671 |
029 1# - (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000058000181 |
029 1# - (OCLC) | |
OCLC library identifier | CHBIS |
System control number | 010441774 |
029 1# - (OCLC) | |
OCLC library identifier | CHVBK |
System control number | 33409593X |
029 1# - (OCLC) | |
OCLC library identifier | DEBBG |
System control number | BV043396152 |
029 1# - (OCLC) | |
OCLC library identifier | DEBSZ |
System control number | 431490570 |
029 1# - (OCLC) | |
OCLC library identifier | DEBSZ |
System control number | 449381358 |
029 1# - (OCLC) | |
OCLC library identifier | NZ1 |
System control number | 15341684 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)855780055 |
Canceled/invalid control number | (OCoLC)857365255 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA278.5 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.5/354 |
Edition number | 23 |
049 ## - LOCAL HOLDINGS (OCLC) | |
Holding library | MAIN |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Darolles, Serge. |
245 10 - TITLE STATEMENT | |
Title | Multi-factor models and signal processing techniques : |
Remainder of title | application to quantitative finance / |
Statement of responsibility, etc | Serge Darolles, Patrick Duvaut, Emmanuelle Jay. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Hoboken : |
Name of publisher, distributor, etc | Wiley ; |
Place of publication, distribution, etc | London : |
Name of publisher, distributor, etc | ISTE, |
Date of publication, distribution, etc | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (xxiii, 162 pages) : |
Other physical details | illustrations. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
490 1# - SERIES STATEMENT | |
Series statement | ISTE |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Factor 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. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Includes bibliographical references and index (pages 143-152). |
588 0# - | |
-- | Online resource; title from PDF title page (Wiley, viewed Aug. 14, 2013). |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
526 ## - STUDY PROGRAM INFORMATION NOTE | |
Department | Media and Communication |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Factor analysis. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Signal processing |
General subdivision | Mathematics. |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Factor analysis. |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Signal processing |
General subdivision | Mathematics. |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Wireless communication systems. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Factor analysis. |
Source of heading or term | fast |
-- | (OCoLC)fst01432040 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Signal processing |
General subdivision | Mathematics. |
Source of heading or term | fast |
-- | (OCoLC)fst01118302 |
655 #4 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Duvaut, Patrick. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Jay, Emmanuelle. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Print version: |
Main entry heading | Darolles, Serges. |
Title | Multi-factor Models and Signal Processing Techniques : Application to Quantitative Finance. |
Place, publisher, and date of publication | Hoboken : Wiley, ©2013 |
International Standard Book Number | 9781848214194 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | ISTE. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1002/9781118577387">http://dx.doi.org/10.1002/9781118577387</a> |
Public note | Wiley Online Library |
994 ## - | |
-- | 92 |
-- | DG1 |
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