عنوان

Hedge fund modelling and analysis using MATLABΠ/

شابک

1118879546

شابک

1118879554

شابک

9781118879542

شابک

9781118879559

شابک اشتباه

1118879546

شابک اشتباه

1118879562

شابک اشتباه

1118879570

شابک اشتباه

1118905024

شابک اشتباه

1119967376

شابک اشتباه

1119967678

شابک اشتباه

1119967686

شابک اشتباه

130657174X

شابک اشتباه

9781118879559

شماره

dltt

عنوان اصلي

Hedge fund modelling and analysis using MATLABΠ/

نام عام مواد

[Book]

نام نخستين پديدآور

Paul Darbyshire, David Hampton

نام خاص و کميت اثر

1 online resource (xv, 188 pages) :

ساير جزييات

illustrations

عنوان فروست

The wiley finance series

متن يادداشت

Includes bibliographical references (pages 179-181) and index

متن يادداشت

Essential C++ -- A Brief History of C and C++ -- A Basic C++ Program -- Variables -- Characters and Strings -- Variable Declarations -- Type Casting -- Variable Scope -- Constants -- Operators -- The Assignment Operator -- Arithmetic Operators -- Relational Operators -- Logical Operators -- Conditional Operator -- Input and Output -- Control Structures -- Branching -- Looping -- The for Loop -- The while Loop -- The do ... while Loop -- Arrays -- Vectors -- Functions -- Call-by-Value vs. Call-by-Reference -- Overloading Functions -- Object Oriented Programming -- Classes and Abstract Data Types -- Encapsulation and Interfaces -- Inheritance and Overriding Functions -- Polymorphism -- An Example of a Class -- Getter and Setter Methods -- Constructors and Destructors -- A More Detailed Class Example -- Implementing Inheritance -- Operator Overloading -- The Hedge Fund Industry -- What are Hedge Funds? -- The Structure of a Hedge Fund -- Fund Administrators -- Prime Brokers -- Custodian, Auditors and Legal -- The Global Hedge Fund Industry -- North America -- Europe -- Asia -- Specialist Investment Techniques -- Short Selling -- Leverage -- Liquidity -- Recent Developments for Hedge Funds -- UCITS Hedge Funds -- The European Passport -- Restrictions on Short Selling -- Hedge Fund Data Sources -- Hedge Fund Databases -- Major Hedge Fund Indices -- Non-Investable and Investable Indices -- Dow Jones Credit Suisse Hedge Fund Indices (www.hedgeindex.com) -- Hedge Fund Research (www.hedgefundresearch.com) -- FTSE Hedge (www.ftse.com) -- Greenwich Alternative Investments (www.greenwichai.com) -- Morningstar Alternative Investment Center (www.morningstar.com/advisor/alternative-investments.htm) -- EDHEC Risk and Asset Management Research Centre (www.edhec-risk.com) -- Database and Index Biases -- Survivorship Bias -- Instant History Bias -- Benchmarking -- Tracking Error -- Statistical Analysis -- The Stats Class -- The Utils Class -- The Import Class -- Basic Performance Plots -- Value Added Index -- Histograms -- Probability Distributions -- Populations and Samples -- Probability Density Function -- Cumulative Distribution Function -- The Normal Distribution -- Standard Normal Distribution -- Visual Tests for Normality -- Inspection -- Normal Probability Plot -- Moments of a Distribution -- Mean and Standard Deviation -- Skew -- Kurtosis -- Covariance and Correlation -- Linear Regression -- Coefficient of Determination -- Residual Plots -- Performance Measurement -- The PMetrics Class -- The Intuition Behind Risk-Adjusted Returns -- Risk-Adjusted Returns -- Absolute Risk-Adjusted Return Metrics -- The Sharpe Ratio -- Market Models -- The Information Ratio -- The Treynor Ratio -- Jensen's Alpha -- M-Squared -- The Minimum Acceptable Return -- The Sortino Ratio -- The Omega Ratio -- Mean-Variance Optimisation -- The Optimise Class -- Mean Variance Analysis -- Portfolio Return and Variance -- The Mean-Variance Optimisation Problem -- The Global Minimum Variance Portfolio -- Short Sale Constraints -- Market Risk Management -- The RMetrics Class -- Value-at-Risk -- Traditional VaR Methods -- Historical Simulation -- Parametric Method -- Monte-Carlo Simulation -- Modified VaR -- Expected Shortfall -- Extreme Value Theory -- Block Maxima -- Peaks Over Threshold

بدون عنوان

0

منبع سفارش / آدرس اشتراک

MIL

شماره انبار

965370

شماره استاندارد بين المللي کتاب و موسيقي

9781118879559

موضوع مستند نشده

MATLAB.

موضوع مستند نشده

Hedge funds-- Mathematical models.

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Darbyshire, Paul.

مستند نام اشخاص تاييد نشده

Hampton, David,1967-

مستند نام تنالگان تاييد نشده

Ohio Library and Information Network.

تاريخ عمليات

20161115075054.1

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y