Hedge fund modelling and analysis using MATLAB /

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Darbyshire, Paul (Συγγραφέας), Hampton, David, 1967- (Συγγραφέας)
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Chichester, England : Wiley, 2014.
Σειρά:Wiley finance series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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049 |a MAIN 
100 1 |a Darbyshire, Paul,  |e author. 
245 1 0 |a Hedge fund modelling and analysis using MATLAB /  |c Paul Darbyshire, David Hampton. 
264 1 |a Chichester, England :  |b Wiley,  |c 2014. 
264 4 |c ©2014 
300 |a 1 online resource (206 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 1 |a Wiley Finance Series 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
520 |a 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. 
630 0 0 |a MATLAB. 
650 0 |a Hedge funds  |x Mathematical models. 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Business.  |2 fast  |0 (OCoLC)fst00842262 
655 4 |a Electronic books. 
700 1 |a Hampton, David,  |d 1967-  |e author. 
776 0 8 |i Print version:  |a Darbyshire, Paul.  |t Hedge fund modelling and analysis using MATLAB.  |d Chichester, England : Wiley, ©2014  |h xv, 188 pages  |k Wiley finance series.  |z 9781119967378 
830 0 |a Wiley finance series. 
856 4 0 |u https://doi.org/10.1002/9781118905029  |z Full Text via HEAL-Link 
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