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Record Nr. |
UNINA9910139122403321 |
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Autore |
Darbyshire Paul |
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Titolo |
Hedge fund modelling and analysis using Excel and VBA / / Paul Darbyshire and David Hampton |
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Pubbl/distr/stampa |
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Chichester [England] ; ; Hoboken, N.J., : Wiley, 2011 |
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ISBN |
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1-119-94564-X |
1-283-42533-5 |
9786613425331 |
1-118-37193-3 |
1-118-46733-7 |
1-119-94563-1 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (279 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Hedge funds - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Hedge Fund Modelling and Analysis Using Excel and VBA; Contents; Preface; 1 The Hedge Fund Industry; 1.1 What Are Hedge Funds?; 1.2 The Structure of a Hedge Fund; 1.2.1 Fund Administrators; 1.2.2 Prime Brokers; 1.2.3 Custodian, Auditors and Legal; 1.3 The Global Hedge Fund Industry; 1.3.1 North America; 1.3.2 Europe; 1.3.3 Asia; 1.4 Specialist Investment Techniques; 1.4.1 Short Selling; 1.4.2 Leverage; 1.4.3 Liquidity; 1.5 New Developments for Hedge Funds; 1.5.1 UCITS III Hedge Funds; 1.5.2 The European Passport; 1.5.3 Restrictions on Short Selling; 2 Major Hedge Fund Strategies |
2.1 Single- and Multi-Strategy Hedge Funds 2.2 Fund of Hedge Funds; 2.3 Hedge Fund Strategies; 2.3.1 Tactical Strategies; 2.3.1.1 Global Macro; 2.3.1.2 Managed Futures; 2.3.1.3 Long/Short Equity; 2.3.1.4 Pairs Trading; 2.3.2 Event-Driven; 2.3.2.1 Distressed Securities; 2.3.2.2 Merger Arbitrage; 2.3.3 Relative Value; 2.3.3.1 Equity Market Neutral; 2.3.3.2 Convertible Arbitrage; 2.3.3.3 Fixed Income Arbitrage; 2.3.3.3.1 Capital Structure Arbitrage; 2.3.3.3.2 Swap-Spread Arbitrage; 2.3.3.3.3 Yield Curve Arbitrage; 3 Hedge Fund Data Sources; 3.1 Hedge Fund Databases; 3.2 Major Hedge Fund Indices |
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