Darbyshire / Hampton Hedge Fund Modeling and Analysis Using Excel and VBA

1. Auflage 2012
ISBN: 978-1-119-94564-2
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 278 Seiten, E-Book

Reihe: Wiley Finance Series

Co-authored by two respected authorities on hedge funds and assetmanagement, this implementation-oriented guide shows you how toemploy a range of the most commonly used analysis tools andtechniques both in industry and academia, for understanding,identifying and managing risk as well as for quantifying returnfactors across several key investment strategies. The book is alsosuitable for use as a core textbook for specialised graduate levelcourses in hedge funds and alternative investments.
The book provides hands-on coverage of the visual andtheoretical methods for measuring and modelling hedge fundperformance with an emphasis on risk-adjusted performance metricsand techniques. A range of sophisticated risk analysis models andrisk management strategies are also described in detail.Throughout, coverage is supplemented with helpful skill buildingexercises and worked examples in Excel and VBA.
The book's dedicated website, www.darbyshirehampton.com provides Excelspreadsheets and VBA source code which can be freely downloaded andalso 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 toeffectively manage your risks and to optimise the return profile ofyour investment style.

Autoren/Hrsg.

Darbyshire, Paul

Hampton, David

Über Autor(innen)

PAUL DARBYSHIRE gained his PhD in Theoretical Physics fromKing's College London and then began his career working has aQuantitative Analyst and Trader at HSBC on the Exotic Derivativesand Structured Products desk. He has subsequently been involved inthe development and implementation of a variety of trading and riskmanagement platforms for a number of major investment banks aroundthe globe. Over the past several years Paul has been responsiblefor the analysis and design of cutting edge algorithms in thedevelopment of behavioural finance models at Oxford University.Paul has also provided many private equity firms, hedge funds andasset management companies with consultancy in areas such asdynamic portfolio optimisation, trading platform design, softwareengineering and risk management.
DAVID HAMPTON gained his PhD in Electrical Engineeringfrom the Queen's University of Belfast and an internationalMBA from Institut Superieur de Gestion in Paris, New York and Tokyobefore joining Bank of America Capital Markets in London. David waspreviously an Adjunct Finance Professor at Skema Business School inSophia Antipolis where he taught Financial Engineering andExcel/VBA Programming at the MSc level. At EDHEC Business School inNice, he was responsible for managing their range of five MSccourses as Assistant Dean of the Financial Economics Track. An NFAregistered CTA since 1997, David has been active as a consultant tothe hedge fund community and as a Hedge Fund Manager withparticular expertise in Global Macro Managed Futures and Long ShortEquity investment styles.
Both David and Paul are Directors of darbyshirehampton; aninnovative quantitative research, advisory, and consultancy firmspecialising in hedge funds and the alternative investmentindustry. Website: www.darbyshirehampton.com.