03732cam a2200625Mi 4500 ocn878149066 OCoLC 20171030134027.0 m o d cr cn||||||||| 140412t20142014enka ob 001 0 eng d 9781119967682 (electronic bk.) 1119967686 (electronic bk.) 9781119967675 (electronic bk.) 1119967678 (electronic bk.) 9781118905029 (electronic bk.) 1118905024 (electronic bk.) 1119967376 9781119967378 9781119967378 EB00064514 Recorded Books CHBIS 010259594 CHNEW 000688774 CHNEW 000688775 CHVBK 325942900 NZ1 15581426 DEBBG BV043396713 (OCoLC)878149066 (OCoLC)865005587 E7B eng rda pn E7B DG1 RECBK OCLCF COO OCLCQ DEBBG MAIN HG4530 .D373 2014eb 332.64/524028553 23 Darbyshire, Paul, author. Hedge fund modelling and analysis using MATLAB / Paul Darbyshire, David Hampton. [electronic resource] Chichester, England : Wiley, 2014. ©2014 1 online resource (206 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley Finance Series Includes bibliographical references and index. 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. Print version record. MATLAB. Hedge funds Mathematical models. BUSINESS & ECONOMICS Finance. bisacsh Business. fast (OCoLC)fst00842262 Electronic books. Hampton, David, 1967- author. Print version: Darbyshire, Paul. Hedge fund modelling and analysis using MATLAB. Chichester, England : Wiley, ©2014 xv, 188 pages Wiley finance series. 9781119967378 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118905029 Wiley Online Library ddc BK 207397 207397