Hedge fund modelling and analysis using MATLAB / Paul Darbyshire and David Hampton.
Material type:
TextLanguage: English Series: Wiley finance seriesPublisher: Hoboken, NJ : John Wiley & Sons, 2014Description: xv, 188 páginas : ilustraciones, diagramas ; 24 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9781119967378; 9781119967682Subject(s): MATLAB | Fondos de cobertura -- Modelos matemáticos | Análisis Numérico -- Procesamiento de datos | Matlab (Programa Para Computador) | Modelos económicos | MFC_Ciclo I | MFC_Ciclo I_Mercado de dinero y capitales | EFC_Ciclo II | EFC_Ciclo II_Mercado de capitalesDDC classification: 332.64 Online resources: Recurso digital | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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General | 332.64 / D242h 2014 (Browse shelf(Opens below)) | Ej.1 | Available | 7101021532 |
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Incluye referencias bibliográficas e índice.
Disponible en Ebsco Ebooks.
1. The Hedge Fund Industry ; 2. Hedge fund data sources ; 3. Statistical analysis ; 4. Mean variance optimization ; 5. Performance measurement ; 6. Hedge fund classification ; 7. Market risk management.
The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB(r) takes advantage of the huge library of built\in functions and suite of financial and analytic packages available to MATLAB(r). 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.
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