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Hedge fund modelling and analysis using Excel and VBA

Hedge fund modelling and analysis using Excel and VBA (Loan 2 times)

Material type
단행본
Personal Author
Darbyshire, Paul. Hampton, David.
Title Statement
Hedge fund modelling and analysis using Excel and VBA / Paul Darbyshire and David Hampton.
Publication, Distribution, etc
Chichester, West Sussex ;   Hoboken, N.J. :   Wiley,   2011.  
Physical Medium
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"--
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Hedge funds -- Mathematical models.
000 01282camuu2200301 a 4500
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

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.64524 D213h Accession No. 111683594 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

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


Information Provided By: : Aladin

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