{"product_id":"9781119967682","title":"Hedge Fund Modelling and Analysis using MATLAB","description":"\u003cp\u003eThe second book in Darbyshire and Hampton’s Hedge Fund Modelling and Analysis series, \u003ci\u003eHedge Fund Modelling and Analysis Using MATLAB®\u003c\/i\u003e takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. 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. Darbyshire and Hampton’s first book in the series, \u003ci\u003eHedge Fund Modelling and Analysis Using Excel\u0026amp;and VBA\u003c\/i\u003e, is seen as a valuable supplementary text to this book.\u003c\/p\u003e \u003cp\u003eStarting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered.\u003c\/p\u003e \u003cp\u003eThe book’s dedicated website, www.darbyshirehampton.com provides free downloads of all the data and MATLAB® source code, as well as other useful resources.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eHedge Fund Modelling and Analysis Using MATLAB®\u003c\/i\u003e serves as a definitive introductory guide to hedge fund modelling and analysis and will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47136541704432,"sku":"9781119967682","price":95.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781119967682_p0.jpg?v=1769891085","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781119967682","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}