Faithin Omaha eBook Collection

Financial time series such as market indices and asset prices are shown to be driven by multiscale factors, ranging from long-term market regimes to rapid fluct

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

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

With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This ne