Darolles, Serge.

Multi-factor models and signal processing techniques application to quantitative finance / [electronic resource] : Serge Darolles, Patrick Duvaut, Emmanuelle Jay. - London : ISTE, 2013. - xxiii, 157 p., [4] p. of plates : ill. (some col.). - Digital signal and image processing series .

Includes bibliographical references and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9781118577400 (electronic bk.)




Signal processing--Mathematical models.
Finance--Mathematical models.


Electronic books.

TK5102.9 / .D37 2013