Hedge Fund Modelling and Analysis using MATLAB

Hedge Fund Modelling and Analysis using MATLAB
Author :
Publisher : John Wiley & Sons
Total Pages : 215
Release :
ISBN-10 : 9781119967378
ISBN-13 : 1119967376
Rating : 4/5 (78 Downloads)

Book Synopsis Hedge Fund Modelling and Analysis using MATLAB by : Paul Darbyshire

Download or read book Hedge Fund Modelling and Analysis using MATLAB written by Paul Darbyshire and published by John Wiley & Sons. This book was released on 2014-06-03 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 all the 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 will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.


Hedge Fund Modelling and Analysis using MATLAB Related Books

Hedge Fund Modelling and Analysis using MATLAB
Language: en
Pages: 215
Authors: Paul Darbyshire
Categories: Business & Economics
Type: BOOK - Published: 2014-06-03 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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
Supply Chain Strategies and the Engineer-to-Order Approach
Language: en
Pages: 306
Authors: Addo-Tenkorang, Richard
Categories: Business & Economics
Type: BOOK - Published: 2016-04-07 - Publisher: IGI Global

DOWNLOAD EBOOK

With the rise of global competitiveness among industries, it has become increasingly vital to develop novel strategies to assist in optimizing value-chain netwo
Hedge Funds
Language: en
Pages: 697
Authors: H. Kent Baker
Categories: Business & Economics
Type: BOOK - Published: 2017-07-26 - Publisher: Oxford University Press

DOWNLOAD EBOOK

Hedge Funds: Structure, Strategies, and Performance provides a synthesis of the theoretical and empirical literature on this intriguing, complex, and frequently
Hedge Fund Modelling and Analysis
Language: en
Pages: 363
Authors: Paul Darbyshire
Categories: Business & Economics
Type: BOOK - Published: 2016-10-26 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Use powerful C++ algorithms and Object Oriented Programming (OOP) to aid in hedge fund decision making Low interest rates, overcrowded markets and greater regul
Handbook of Recent Advances in Commodity and Financial Modeling
Language: en
Pages: 323
Authors: Giorgio Consigli
Categories: Business & Economics
Type: BOOK - Published: 2017-09-30 - Publisher: Springer

DOWNLOAD EBOOK

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global finan