TY  - BOOK
AU  - Darbyshire,Paul
AU  - Hampton,David
TI  - Hedge fund modelling and analysis using MATLAB
T2  - Wiley Finance Series
SN  - 9781119967682
AV  - HG4530 .D373 2014eb
U1  - 332.64/524028553 23
PY  - 2014///
CY  - Chichester, England
PB  - Wiley
KW  - MATLAB
KW  - Hedge funds
KW  - Mathematical models
KW  - BUSINESS & ECONOMICS
KW  - Finance
KW  - bisacsh
KW  - Business
KW  - fast
KW  - Electronic books
N1  - Includes bibliographical references and index; mis
N2  - 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
UR  - http://dx.doi.org/10.1002/9781118905029
ER  -