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Libro
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- Genere: Libro
- Lingua: Inglese
- Editore: John Wiley & Sons
- Pubblicazione: 04/2014
Hedge Fund Modelling and Analysis using MATLAB
darbyshire p
71,00 €
67,45 €
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TRAMA
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 bookALTRE INFORMAZIONI
- Condizione: Nuovo
- ISBN: 9781119967378
- Collana: Wiley Finance
- Dimensioni: 233 x 20.65 x 155 mm Ø 460 gr
- Formato: Copertina rigida
- Pagine Arabe: 204