A Signal Processing Perspective of Financial Engineering provides straightforward and systematic access to financial engineering for researchers in signal proce

Financial engineering and electrical engineering are seemingly different areas that share strong underlying connections. Both areas rely on statistical analysis

This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply en

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available