000 03832cam a2200661Mi 4500
001 ocn878149066
003 OCoLC
005 20171224114613.0
006 m o d
007 cr cn|||||||||
008 140412t20142014enka ob 001 0 eng d
040 _aE7B
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_dOCLCQ
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019 _a865005587
020 _a9781119967682
_q(electronic bk.)
020 _a1119967686
_q(electronic bk.)
020 _a9781119967675
_q(electronic bk.)
020 _a1119967678
_q(electronic bk.)
020 _a9781118905029
_q(electronic bk.)
020 _a1118905024
_q(electronic bk.)
020 _a1119967376
020 _a9781119967378
020 _z9781119967378
028 0 1 _aEB00064514
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029 1 _aCHNEW
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029 1 _aCHNEW
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035 _a(OCoLC)878149066
_z(OCoLC)865005587
050 4 _aHG4530
_b.D373 2014eb
082 0 4 _a332.64/524028553
_223
049 _aMAIN
100 1 _aDarbyshire, Paul,
_eauthor.
245 1 0 _aHedge fund modelling and analysis using MATLAB /
_cPaul Darbyshire, David Hampton.
264 1 _aChichester, England :
_bWiley,
_c2014.
264 4 _c©2014
300 _a1 online resource (206 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley Finance Series
504 _aIncludes bibliographical references and index.
588 0 _aPrint version record.
520 _aThe 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 _aMATLAB.
650 0 _aHedge funds
_xMathematical models.
650 7 _aBUSINESS & ECONOMICS
_xFinance.
_2bisacsh
650 7 _aBusiness.
_2fast
_0(OCoLC)fst00842262
655 4 _aElectronic books.
700 1 _aHampton, David,
_d1967-
_eauthor.
776 0 8 _iPrint version:
_aDarbyshire, Paul.
_tHedge fund modelling and analysis using MATLAB.
_dChichester, England : Wiley, ©2014
_hxv, 188 pages
_kWiley finance series.
_z9781119967378
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118905029
_zWiley Online Library
938 _aebrary
_bEBRY
_nebr10856797
938 _aRecorded Books, LLC
_bRECE
_nrbeEB00064514
994 _a92
_bDG1
999 _c13416
_d13416