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Multi-factor models and signal processing techniques : (Record no. 64438)

MARC details
000 -LEADER
fixed length control field 03571cam a2200673Ia 4500
001 - CONTROL NUMBER
control field sulb-eb0032786
003 - CONTROL NUMBER IDENTIFIER
control field BD-SySUS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20170713221343.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
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
-- BD-SySUS
019 ## -
-- 857365255
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118577387
Qualifying information (electronic bk.)
International Standard Book Number 1118577388
Qualifying information (electronic bk.)
International Standard Book Number 9781118577400
International Standard Book Number 111857740X
Canceled/invalid ISBN 9781848214194
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier AU@
System control number 000052007671
OCLC library identifier AU@
System control number 000058000181
OCLC library identifier CHBIS
System control number 010441774
OCLC library identifier CHVBK
System control number 33409593X
OCLC library identifier DEBBG
System control number BV043396152
OCLC library identifier DEBSZ
System control number 431490570
OCLC library identifier DEBSZ
System control number 449381358
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 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source 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# - SOURCE OF DESCRIPTION NOTE
Source of description note 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Factor analysis.
Topical term or geographic name as entry element Signal processing
General subdivision Mathematics.
Topical term or geographic name as entry element Factor analysis.
Topical term or geographic name as entry element Signal processing
General subdivision Mathematics.
Topical term or geographic name as entry element Wireless communication systems.
Topical term or geographic name as entry element Factor analysis.
Source of heading or term fast
Authority record control number (OCoLC)fst01432040
Topical term or geographic name as entry element Signal processing
General subdivision Mathematics.
Source of heading or term fast
Authority record control number (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.
Personal name Jay, Emmanuelle.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information 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://onlinelibrary.wiley.com/book/10.1002/9781118577387">http://onlinelibrary.wiley.com/book/10.1002/9781118577387</a>
Public note Wiley Online Library [Free Download only for SUST IP]
938 ## -
-- EBL - Ebook Library
-- EBLB
-- EBL4036441
-- EBL - Ebook Library
-- EBLB
-- EBL1363661
994 ## -
-- 92
-- DG1

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