Hedge Fund Modelling and Analysis using MATLAB

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

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.pdf (4.84 MB, 需要: 25 个论坛币)

2014-5-15 01:03:18 上传

Hedge Fund Modelling and Analysis using MATLAB
需要: 25 个论坛币  [购买]

• Series: The Wiley Finance Series
• Hardcover: 208 pages
• Publisher: Wiley; 1 edition (June 9, 2014)
• Language: English
• ISBN-10: 1119967376
• ISBN-13: 978-1119967378
• Product Dimensions: 9.1 x 6.1 x 0.9 inches
• Shipping Weight: 14.9 ounces
• http://www.amazon.com/Modelling-Analysis-MATLAB-Finance-Series/dp/1119967376/ref=sr_1_1?ie=UTF8&qid=1400085281&sr=8-1&keywords=Hedge+Fund+Modelling+and+Analysis+using+MATLAB
  

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享1 收藏22 回帖

关键词：hedge fund Modelling Analysis Analysi modelli advantage available detailed library second

先顶再看好习惯

好贵嘛

多谢楼主，正需要这本书！

大家开心 发表于 2014-5-15 01:03
The second book in Darbyshire and Hampton’s Hedge Fund Modelling and Analysis series, Hedge Fund Mo ...

内容很有用，都是基本内容，没有讲交易策略

大哥，这各档案无法下载啊，请你确认一下啊，谢谢

谢谢分享

cerciwonnow 发表于 2014-5-18 22:39
内容很有用，都是基本内容，没有讲交易策略

他是研究怎样投资 对冲基金，而不是对冲基金怎样做投资

开心你好 请问这样的好资源是从什么途径找到的呀 能否告知呢

haogui