Hedge fund modelling and analysis using MATLAB / Paul Darbyshire, David Hampton.
Material type: TextPublisher number: EB00064514 | Recorded BooksSeries: Wiley finance seriesPublisher: Chichester, England : Wiley, 2014Copyright date: ©2014Description: 1 online resource (206 pages) : illustrationsContent type:- text
- computer
- online resource
- 9781119967682
- 1119967686
- 9781119967675
- 1119967678
- 9781118905029
- 1118905024
- 1119967376
- 9781119967378
- 332.64/524028553 23
- HG4530 .D373 2014eb
Includes bibliographical references and index.
Print version record.
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.
Management Information Systems