Darbyshire, Paul creator author. Hampton, David 1967- author. text bibliography Electronic books. enk 2014 2014 monographic eng

electronic resource

1 online resource (206 pages) : illustrations. 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. Paul Darbyshire, David Hampton. Includes bibliographical references and index. Hedge funds Mathematical models BUSINESS & ECONOMICS Finance Business HG4530 .D373 2014eb 332.64/524028553 Darbyshire, Paul. Chichester, England : Wiley, ©2014 xv, 188 pages 9781119967682 1119967686 9781119967675 1119967678 9781118905029 1118905024 1119967376 9781119967378 EB00064514 Recorded Books http://onlinelibrary.wiley.com/book/10.1002/9781118905029 http://onlinelibrary.wiley.com/book/10.1002/9781118905029 E7B 140412 20171030134027.0 ocn878149066 eng