عنوان

Hedge fund modelling and analysis using MATLABΠ/

(Number (ISBN

1118879546

(Number (ISBN

1118879554

(Number (ISBN

9781118879542

(Number (ISBN

9781118879559

Erroneous ISBN

1118879546

Erroneous ISBN

1118879562

Erroneous ISBN

1118879570

Erroneous ISBN

1118905024

Erroneous ISBN

1119967376

Erroneous ISBN

1119967678

Erroneous ISBN

1119967686

Erroneous ISBN

130657174X

Erroneous ISBN

9781118879559

Number

dltt

Title Proper

Hedge fund modelling and analysis using MATLABΠ/

General Material Designation

[Book]

First Statement of Responsibility

Paul Darbyshire, David Hampton

Specific Material Designation and Extent of Item

1 online resource (xv, 188 pages) :

Other Physical Details

illustrations

Series Title

The wiley finance series

Text of Note

Includes bibliographical references (pages 179-181) and index

Text of Note

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

0

Source for Acquisition/Subscription Address

MIL

Stock Number

965370

International Standard Book Number

9781118879559

MATLAB.

Hedge funds-- Mathematical models.

Number

Edition

Class number

Book number

Darbyshire, Paul.

Hampton, David,1967-

Ohio Library and Information Network.

Date of Transaction

20161115075054.1

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y