Hedge Fund Modelling and Analysis using MATLAB

Business & Finance, Finance & Investing, Finance
Cover of the book Hedge Fund Modelling and Analysis using MATLAB by Paul Darbyshire, David Hampton, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Paul Darbyshire, David Hampton ISBN: 9781119967682
Publisher: Wiley Publication: March 27, 2014
Imprint: Wiley Language: English
Author: Paul Darbyshire, David Hampton
ISBN: 9781119967682
Publisher: Wiley
Publication: March 27, 2014
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Wiley

Cover of the book A Handbook to the Reception of Thucydides by Paul Darbyshire, David Hampton
Cover of the book Modern Aerodynamic Methods for Direct and Inverse Applications by Paul Darbyshire, David Hampton
Cover of the book Make It All About Them by Paul Darbyshire, David Hampton
Cover of the book Structural Glass Facades and Enclosures by Paul Darbyshire, David Hampton
Cover of the book Finance by Paul Darbyshire, David Hampton
Cover of the book Nanostructured Polymer Membranes, Volume 1 by Paul Darbyshire, David Hampton
Cover of the book Real Confidence by Paul Darbyshire, David Hampton
Cover of the book Whale Hunting by Paul Darbyshire, David Hampton
Cover of the book Electronic Processes in Organic Semiconductors by Paul Darbyshire, David Hampton
Cover of the book Rapid Organizational Change by Paul Darbyshire, David Hampton
Cover of the book Continuous Manufacturing of Pharmaceuticals by Paul Darbyshire, David Hampton
Cover of the book Change One Thing! by Paul Darbyshire, David Hampton
Cover of the book The Chemistry of Food by Paul Darbyshire, David Hampton
Cover of the book The Principles of Electronic and Electromechanic Power Conversion by Paul Darbyshire, David Hampton
Cover of the book Anatomy for Anaesthetists by Paul Darbyshire, David Hampton
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy