Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series) Book PDF, ePub eBook

Join our eBook service for unlimited books & audiobooks. Get a free 7 day subscription! ↓↓↓↓↓


Book Descriptions:

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 (The Wiley Finance Series) by Paul Darbyshire, David Hampton

From reader reviews:

Thomas Schulz:

Within other case, little folks like to read book Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series). You can choose the best book if you want reading a book. So long as we know about how is important the book Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series). You can add knowledge and of course you can around the world with a book. Absolutely right, due to the fact from book you can recognize everything! From your country until eventually foreign or abroad you will find yourself known. About simple issue until wonderful thing you are able to know that. In this era, we can easily open a book or even searching by internet system. It is called e-book. You can use it when you feel uninterested to go to the library. Let's study.

Maureen Harris:

In this period of time globalization it is important to someone to obtain information. The information will make a professional understand the condition of the world. The fitness of the world makes the information better to share. You can find a lot of referrals to get information example: internet, newspapers, book, and soon. You can view that now, a lot of publisher in which print many kinds of book. Often the book that recommended for your requirements is Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series) this publication consist a lot of the information on the condition of this world now. That book was represented just how can the world has grown up. The language styles that writer value to explain it is easy to understand. The writer made some exploration when he makes this book. This is why this book ideal all of you.

Margaret Honig:

This Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series) is brand new way for you who has curiosity to look for some information since it relief your hunger of information. Getting deeper you upon it getting knowledge more you know otherwise you who still having tiny amount of digest in reading this Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series) can be the light food to suit your needs because the information inside this particular book is easy to get by anyone. These books build itself in the form that is certainly reachable by anyone, sure I mean in the e-book contact form. People who think that in e-book form make them feel sleepy even dizzy this reserve is the answer. So there is no in reading a reserve especially this one. You can find what you are looking for. It should be here for a person. So , don't miss the item! Just read this e-book variety for your better life and also knowledge.

Willie McCorkle:

A lot of e-book has printed but it differs from the others. You can get it by web on social media. You can choose the most effective book for you, science, comic, novel, or whatever by searching from it. It is known as of book Hedge Fund Modelling and Analysis using MATLAB (The Wiley Finance Series). You'll be able to your knowledge by it. Without departing the printed book, it could possibly add your knowledge and make a person happier to read. It is most critical that, you must aware about reserve. It can bring you from one destination to other place.