Hedge Fund Modeling and Analysis Using Excel and VBA [electronic resource] / Paul Darbyshire and David Hampton.

-- Preface -- 1: The Hedge Fund Industry -- 2: Major Hedge Fund Strategies -- 3: Hedge Fund Data Sources -- 4: Statistical Analysis -- 5: Risk-Adjusted Return Metrics -- 6: Asset Pricing Models -- 7: Hedge Fund Market Risk Management -- References -- Important Legal Information -- Index

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 modellin.