"Моделирование и анализ хедж-фондов с помощью Excel и VBA" - это практическое руководство, соавторами которого являются два авторитетных специалиста в области хедж-фондов и управления активами. Книга рассказывает о том, как использовать наиболее распространенные инструменты и методы анализа в академической и промышленной сфере для понимания, выявления и управления рисками, а также для количественной оценки факторов доходности в нескольких ключевых инвестиционных стратегиях. Книга также подходит для использования в качестве учебника для специализированных курсов по хедж-фондам и альтернативным инвестициям на уровне магистратуры.
В книге подробно описываются методы измерения и моделирования производительности хедж-фондов, с акцентом на метриках и методах, корректирующих риск. Также рассказывается о ряде сложных моделей анализа рисков и стратегий управления рисками. Все материалы сопровождаются упражнениями и примерами в Excel и VBA. На специальном сайте книги, www.darbyshirehampton.com, можно скачать таблицы Excel и исходный код VBA, а также найти ссылки на другие полезные ресурсы.
Эта книга предоставляет полный курс по моделированию и анализу хедж-фондов, обеспечивает необходимые знания
Written by two acknowledged experts on hedge funds, Darbyshire and Hampton, this textbook introduces the main analysis tools commonly used in the industry and academy. It covers how to measure and model performance, understand risk, and quantify return factors in several key strategies, just to name a few. Risk analysis techniques are thoroughly explained and strategies for managing risk are described as well. To accompany the theoretical chapters, there are skill development exercises and examples that can all be completed using Excel (internal reference) and VBA (Microsoft Visual Basic for Applications). Additionally, the accompanying website contains a set of Excel worksheets and VBA code that can be distributed freely, as well as links to additional resources. Readers will leave the book armed with the information needed to tackle managing risks and achieving the intended return on their investment plans with ease.
This comprehensive volume utilises the applications of risk assessment in the investment industry, with strong practical relevance and applicable to all levels of financial markets participants. This self-contained guide covers various types of qualitative and quantitative risk methodologies, providing leading topics in risk management and implementation.
Электронная Книга «Hedge Fund Modeling and Analysis Using Excel and VBA» написана автором Darbyshire Paul в году.
Минимальный возраст читателя: 0
Язык: Английский
ISBN: 9781119945635
Описание книги от Darbyshire Paul
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.
