Hedge fund modelling and analysis using MATLAB /

• Κύριοι συγγραφείς: Darbyshire, Paul (Συγγραφέας), Hampton, David, 1967- (Συγγραφέας)
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Chichester, England : Wiley, 2014.
• Σειρά: Wiley finance series.
• Θέματα: MATLAB.; Hedge funds > Mathematical models.; BUSINESS & ECONOMICS > Finance.; Business.; Electronic books.
• Φυσική περιγραφή: 1 online resource (206 pages) : illustrations.
• Βιβλιογραφία: Includes bibliographical references and index.
• ISBN: 9781119967682; 1119967686; 9781119967675; 1119967678; 9781118905029; 1118905024; 1119967376; 9781119967378
• DOI: 10.1002/9781118905029

The only guide available to the quantitative analysis of hedge fund risks and returns using C++ If they hope to survive and thrive in today's rocky financial landscape, hedge funds can no longer ignore their risk/return profiles. Written for fund managers and analysts, as well as asset managers and both institutional and individual investors, this book outlines a practical, case-driven approach to measuring the risk/return profiles of hedge funds using the latest modelling techniques. The authors provide many real-world examples and exercises, while exploring potential pitfalls associated with hedge fund analysis and modelling hedge funds in C++. Written for non-techies, the book provides a brief, accessible introduction to object-oriented programming, along with step-by-step guidance on the basics of quantitative modelling in C++.-Covers all the major data vendors, exploring their information sources and the limitations and pitfalls that must be taken into consideration when interpreting and using such data -Explains how to manipulate data stored in a database management system using various programming protocols -Describes how to use stored data to build quantitative hedge fund strategies and algorithmic trading systems -Shows how to interface C++ and Excel and exploit Excel functionalities in both C++ algorithm development and GUI design -The Companion Website features all the source code, working examples and exercises contained in the book.