Catalogue Search | MBRL
Are you sure you want to remove the book from the shelf?
{{itemTitle}}
3
result(s) for
"Darbyshire, Paul, author"
Sort by:
Hedge fund modelling and analysis using Excel and VBA
\"This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles\"--
eBook
Hedge fund modelling and analysis using MATLAB
The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB® takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton's first book in the series, Hedge Fund Modelling and Analysis Using Excel & and VBA, is seen as a valuable supplementary text to this book.
Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered.
The book's dedicated website, www.darbyshirehampton.com provides free downloads of allthe data and MATLAB® source code, as well as other useful resources.
Hedge Fund Modelling and Analysis Using MATLAB® serves as a definitive introductory guide to hedge fund modelling and analysis and willprovide investors, industry practitioners and students alike witha usefulrange of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.
eBook