Hedge Fund Modeling and Analysis Using Excel and VBA (Hardcover)

Paul Darbyshire, David Hampton

  • 出版商: Wiley
  • 出版日期: 2012-02-28
  • 定價: $3,300
  • 售價: 9.5$3,135
  • 語言: 英文
  • 頁數: 278
  • 裝訂: Hardcover
  • ISBN: 0470747196
  • ISBN-13: 9780470747193
  • 相關分類: Excel
  • 立即出貨 (庫存 < 3)

商品描述

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.

商品描述(中文翻譯)

這本由兩位對於對沖基金和資產管理具有威望的專家合著的實踐指南,展示了如何在行業和學術界中運用一系列最常用的分析工具和技術,以了解、識別和管理風險,並量化關鍵投資策略中的回報因素。該書也適合作為專業研究生課程中對沖基金和替代投資的核心教材。

該書提供了關於測量和建模對沖基金績效的視覺和理論方法的實用覆蓋,重點放在風險調整的績效指標和技術上。同時詳細描述了一系列複雜的風險分析模型和風險管理策略。全書內容還配有有用的技能培養練習和Excel和VBA的實例。

該書的專屬網站www.darbyshirehampton.com提供可以免費下載的Excel試算表和VBA源代碼,並提供其他相關和有用資源的鏈接。

作為一本全面的對沖基金建模和分析課程,這本書為您提供了管理風險和優化投資風格回報概況所需的知識和工具。