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Hedge fund modelling and analysis using Excel and VBA

Hedge fund modelling and analysis using Excel and VBA (2회 대출)

자료유형
단행본
개인저자
Darbyshire, Paul. Hampton, David.
서명 / 저자사항
Hedge fund modelling and analysis using Excel and VBA / Paul Darbyshire and David Hampton.
발행사항
Chichester, West Sussex ;   Hoboken, N.J. :   Wiley,   2011.  
형태사항
xv, 261 p. : ill. ; 24 cm.
ISBN
9780470747193 (hardback)
요약
"This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles"--
서지주기
Includes bibliographical references and index.
일반주제명
Hedge funds -- Mathematical models.
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001 000045733546
005 20130102112840
008 121231s2011 njua b 001 0 eng
010 ▼a 2011046750
020 ▼a 9780470747193 (hardback)
035 ▼a (KERIS)REF000016608807
040 ▼a DLC ▼c DLC ▼d 211009
050 0 0 ▼a HG4530 ▼b .D37 2012
082 0 0 ▼a 332.64/5240285554 ▼2 23
084 ▼a 332.64524 ▼2 DDCK
090 ▼a 332.64524 ▼b D213h
100 1 ▼a Darbyshire, Paul.
245 1 0 ▼a Hedge fund modelling and analysis using Excel and VBA / ▼c Paul Darbyshire and David Hampton.
260 ▼a Chichester, West Sussex ; ▼a Hoboken, N.J. : ▼b Wiley, ▼c 2011.
300 ▼a xv, 261 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
520 ▼a "This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles"-- ▼c Provided by publisher.
630 0 0 ▼a Microsoft Excel (Computer file)
630 0 0 ▼a Microsoft Visual Basic for applications.
650 0 ▼a Hedge funds ▼x Mathematical models.
700 1 ▼a Hampton, David.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.64524 D213h 등록번호 111683594 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

1 The Hedge Fund Industry
2 Major Hedge Fund Strategies
3 Hedge Fund Data Sources
4 Statistical Analysis
5 Risk-Adjusted Return Metrics
6 Asset Pricing Models
7 Hedge Fund Market Risk Management


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