Hedge Fund Modelling And Analysis Using Excel And Vba
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Hedge Fund Modelling And Analysis Using Excel And Vba
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Author : Paul Darbyshire
language : en
Publisher: John Wiley & Sons
Release Date : 2012-03-05
Hedge Fund Modelling And Analysis Using Excel And Vba written by Paul Darbyshire and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-05 with Business & Economics categories.
Co-authored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments. The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA. The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources. A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
Hedge Fund Modelling And Analysis Using Excel And Vba
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Author : Paul Darbyshire
language : en
Publisher: John Wiley & Sons
Release Date : 2012-02-23
Hedge Fund Modelling And Analysis Using Excel And Vba written by Paul Darbyshire and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-23 with Business & Economics categories.
Co-authored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments. The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA. The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources. A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
Hedge Fund Modelling And Analysis Using Matlab
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Author : Paul Darbyshire
language : en
Publisher: John Wiley & Sons
Release Date : 2014-03-27
Hedge Fund Modelling And Analysis Using Matlab written by Paul Darbyshire and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-27 with Business & Economics categories.
The second book in Darbyshire and Hampton’s Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB® takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton’s first book in the series, Hedge Fund Modelling and Analysis Using Excel & and VBA, is seen as a valuable supplementary text to this book. Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered. The book’s dedicated website, www.darbyshirehampton.com provides free downloads of all the data and MATLAB® source code, as well as other useful resources. Hedge Fund Modelling and Analysis Using MATLAB® serves as a definitive introductory guide to hedge fund modelling and analysis and will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.
Hedge Fund Modelling And Analysis Using Excel And Vba
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Author : Paul Darbyshire
language : en
Publisher:
Release Date : 2011
Hedge Fund Modelling And Analysis Using Excel And Vba written by Paul Darbyshire and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Electronic books categories.
"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"--
Hedge Fund Modelling And Analysis
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Author : Paul Darbyshire
language : en
Publisher: John Wiley & Sons
Release Date : 2016-12-19
Hedge Fund Modelling And Analysis written by Paul Darbyshire and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-19 with Business & Economics categories.
Use powerful C++ algorithms and Object Oriented Programming (OOP) to aid in hedge fund decision making Low interest rates, overcrowded markets and greater regulatory oversight are just some of the many reasons it is close to impossible for hedge funds to draw competitive returns. The solution for many hedge fund managers, quantitative investment analysts and risk managers is to adopt new technologies, platforms and programming languages to better manage their risks and maximise the benefits of their return profiles. Hedge Fund Modelling and Analysis is a full course in the latest analytic strategies for hedge fund investing, complete with a one-of-a-kind primer on both C++ and object oriented programming (OOP). Covering both basic and risk-adjusted performance measures, this practitioner's guide enables you to manage risk easily and make the most of key statistics with simple and advanced analysis techniques. This highly anticipated third book in the widely used Hedge Fund Modelling and Analysis series is the only guide available for applying the powerful C++ language to revolutionise hedge fund trading. Even if you've never worked with code before, the focused overview of C++ gives you everything you need to navigate the technical aspects of object oriented programming, which enables you to build sophisticated analysis programs from small units of reusable code. This book is your breakthrough introduction to winning with hedge funds in the new reality of trading. Jumpstart your new approach to beating the markets with: All the guidance and hands-on support you need to use quantitative strategies to optimise hedge fund decision-making. Illustrative modelling exercises and worked-out problems demonstrating what to expect when assessing risk and return factors in the real world. A companion website offering additional C++ programs, algorithms and data to download. Make reading Hedge Fund Modelling and Analysis your new routine and gain all the insight and relevant information you need to beat the markets.
Financial Analysis And Modeling Using Excel And Vba
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Author : Chandan Sengupta
language : en
Publisher: John Wiley & Sons
Release Date : 2009-11-09
Financial Analysis And Modeling Using Excel And Vba written by Chandan Sengupta and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-09 with Business & Economics categories.
An updated look at the theory and practice of financial analysis and modeling Financial Analysis and Modeling Using Excel and VBA, Second Edition presents a comprehensive approach to analyzing financial problems and developing simple to sophisticated financial models in all major areas of finance using Excel 2007 and VBA (as well as earlier versions of both). This expanded and fully updated guide reviews all the necessary financial theory and concepts, and walks you through a wide range of real-world financial problems and models that you can learn from, use for practice, and easily adapt for work and classroom use. A companion website includes several useful modeling tools and fully working versions of all the models discussed in the book. Teaches financial analysis and modeling and illustrates advanced features of Excel and VBA, using a learn-by-doing approach Contains detailed coverage of the powerful features of Excel 2007 essential for financial analysis and modeling, such as the Ribbon interface, PivotTables, data analysis, and statistical analysis Other titles by Sengupta: Financial Modeling Using C++ and The Only Proven Road to Investment Success Designed for self-study, classroom use, and reference This comprehensive guide is an essential read for anyone who has to perform financial analysis or understand and implement financial models.
Advanced Modelling In Finance Using Excel And Vba
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Author : Mary Jackson
language : en
Publisher: John Wiley & Sons
Release Date : 2006-08-30
Advanced Modelling In Finance Using Excel And Vba written by Mary Jackson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-08-30 with Business & Economics categories.
This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios. Specifically applies Excel and VBA to the financial markets Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Business Risk And Simulation Modelling In Practice
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Author : Michael Rees
language : en
Publisher: John Wiley & Sons
Release Date : 2015-09-21
Business Risk And Simulation Modelling In Practice written by Michael Rees and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-21 with Business & Economics categories.
The complete guide to the principles and practice of risk quantification for business applications. The assessment and quantification of risk provide an indispensable part of robust decision-making; to be effective, many professionals need a firm grasp of both the fundamental concepts and of the tools of the trade. Business Risk and Simulation Modelling in Practice is a comprehensive, in–depth, and practical guide that aims to help business risk managers, modelling analysts and general management to understand, conduct and use quantitative risk assessment and uncertainty modelling in their own situations. Key content areas include: Detailed descriptions of risk assessment processes, their objectives and uses, possible approaches to risk quantification, and their associated decision-benefits and organisational challenges. Principles and techniques in the design of risk models, including the similarities and differences with traditional financial models, and the enhancements that risk modelling can provide. In depth coverage of the principles and concepts in simulation methods, the statistical measurement of risk, the use and selection of probability distributions, the creation of dependency relationships, the alignment of risk modelling activities with general risk assessment processes, and a range of Excel modelling techniques. The implementation of simulation techniques using both Excel/VBA macros and the @RISK Excel add-in. Each platform may be appropriate depending on the context, whereas the core modelling concepts and risk assessment contexts are largely the same in each case. Some additional features and key benefits of using @RISK are also covered. Business Risk and Simulation Modelling in Practice reflects the author′s many years in training and consultancy in these areas. It provides clear and complete guidance, enhanced with an expert perspective. It uses approximately one hundred practical and real-life models to demonstrate all key concepts and techniques; these are accessible on the companion website.
Modeling Structured Finance Cash Flows With Microsoft Excel
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Author : Keith A. Allman
language : en
Publisher:
Release Date : 2007
Modeling Structured Finance Cash Flows With Microsoft Excel written by Keith A. Allman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Cash flow categories.
A practical guide to building fully operational financial cash flow models for structured finance transactions. Structured finance and securitization deals are becoming more commonplace on Wall Street. Up until now, however, market participants have had to create their own models to analyze these deals, and new entrants have had to learn as they go.
Derivatives Analytics With Python
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Author : Yves Hilpisch
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-03
Derivatives Analytics With Python written by Yves Hilpisch and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-03 with Business & Economics categories.
Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourself Apply Fourier transform techniques and advanced Monte Carlo pricing Calibrate advanced option pricing models to market data Integrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python — Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.