Darbyshire Paul, Hampton David. Hedge Fund Modeling and Analysis Using Excel and VBA

John Wiley & Sons, 2011. — 279 p. — (Wiley Finance). — ISBN: 978-1-119-94563-5, 1119945631, 978-1-119-94564-2, 111994564X, 978-0-470-74719-3, 978-1-119-94565-9.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.The book provides hands on coverage of the Visual and theoretical methods to measure and model the active investment funds with a focus on performance metrics and risk adjustment techniques. The book is also suitable for use as a core textbook for graduate courses specializing in hedge funds and alternative investments.