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Hedge fund modelling and analysis using MATLAB / Paul Darbyshire, David Hampton.

By: Darbyshire, Paul [author.].
Contributor(s): Hampton, David, 1967- [author.].
Material type: materialTypeLabelBookSeries: Wiley finance series: Publisher: Chichester, England : Wiley, 2014Copyright date: ©2014Description: 1 online resource (206 pages) : illustrations.Content type: text Media type: computer Carrier type: online resourceISBN: 9781119967682; 1119967686; 9781119967675; 1119967678; 9781118905029; 1118905024; 1119967376; 9781119967378.Subject(s): MATLAB | Hedge funds -- Mathematical models | BUSINESS & ECONOMICS -- Finance | BusinessGenre/Form: Electronic books.Additional physical formats: Print version:: Hedge fund modelling and analysis using MATLAB.DDC classification: 332.64/524028553 Online resources: Wiley Online Library Summary: 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.
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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.

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