Hedge Fund Modelling and Analysis Using MATLAB
Paul Darbyshire, darbyshirehampton;
David Hampton, darbyshirehampton
John Wiley & Sons, Inc., 2014
ISBN: 978-1-119-96737-8;
Language: English
Written for undergraduate and graduate students, Hedge Fund Modelling and Analysis Using MATLAB describes the implementation of MATLAB routines for the modelling and analysis of hedge funds. Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. Topics include statistical analysis, performance measurement, hedge fund classification, and mean–variance optimization.
MATLAB, Financial Toolbox, Global Optimization Toolbox, Optimization Toolbox, and Statistics and Machine Learning Toolbox are used to solve application examples throughout the book.
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