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.
选择网站
选择网站以获取翻译的可用内容,以及查看当地活动和优惠。根据您的位置,我们建议您选择:。
您也可以从以下列表中选择网站:
如何获得最佳网站性能
选择中国网站(中文或英文)以获得最佳网站性能。其他 MathWorks 国家/地区网站并未针对您所在位置的访问进行优化。
美洲
- América Latina (Español)
- Canada (English)
- United States (English)
欧洲
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)