You don't need to own a Kindle device to enjoy Kindle books. Download one of our FREE Kindle apps to start reading Kindle books on all your devices.

  • Apple
  • Android
  • Windows Phone
    Windows Phone
  • Click here to download from Amazon appstore

To get the free app, enter your mobile phone number.


Buying Options

Kindle Price: $126.17
includes tax, if applicable

These promotions will be applied to this item:

Some promotions may be combined; others are not eligible to be combined with other offers. For details, please see the Terms & Conditions associated with these promotions.

Deliver to your Kindle or other device

Deliver to your Kindle or other device

Hedge Fund Modelling and Analysis Using Excel and VBA (The Wiley Finance Series Book 645) by [Darbyshire, Paul, Hampton, David]
Kindle App Ad

Hedge Fund Modelling and Analysis Using Excel and VBA (The Wiley Finance Series Book 645) 1st Edition, Kindle Edition

See all 2 formats and editions Hide other formats and editions
Amazon Price
New from Used from

Length: 278 pages Word Wise: Enabled Enhanced Typesetting: Enabled
Page Flip: Enabled Language: English

What's New in Kindle Unlimited
Discover this month's featured titles, now available to read for $0.00. Learn more

Product description

Product Description

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 hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA.

The book's dedicated website, provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources.

A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.

From the Inside Flap

Most institutional investors have diversified allocations that span a variety of asset classes, but some level of implicit equity exposure lurks in virtually every asset. This book is an essential read for those who wish to understand the modern world of hedge fund investing.
Dr Momtchil Pojarliev, Director and Senior Portfolio Manager, Hathersage Capital Management LLC

"Hedge fund modelling and analysis by Darbyshire and Hampton is a comprehensive and highly–readable guide to the world of hedge funds. The book covers not just the questions of fund structure and organisation, but also the important questions of performance measurement and analysis. It also covers the quantification of risk and provides the Excel/VBA tools needed to do this. It is the book to read if you want to run or analyse a hedge fund."
Dr. Dominic O′Kane, Affiliated Professor of Finance, EDHEC Business School

This book provides a valuable new perspective on hedge funds. It treats them both as investment vehicles as well as an asset class. This dual viewpoint allows the reader to understand both the operational aspects of hedge funds as well as how to model the major hedge fund indices. The modeling framework is clearly outlined and shows the reader how to construct portfolios of these indices. It will be of interest to anyone investing or interested in investing in hedge funds.
Dr Devraj Basu, Associate Professor of Finance, SKEMA Business School

Product details

  • Format: Kindle Edition
  • File Size: 8699 KB
  • Print Length: 278 pages
  • Publisher: Wiley; 1 edition (12 January 2012)
  • Sold by: Amazon Australia Services, Inc.
  • Language: English
  • ASIN: B0072LWQE8
  • Text-to-Speech: Enabled
  • X-Ray:
  • Word Wise: Enabled
  • Screen Reader: Supported
  • Enhanced Typesetting: Enabled
  • Average Customer Review: Be the first to review this item
  • Amazon Bestsellers Rank: #1,422,093 Paid in Kindle Store (See Top 100 Paid in Kindle Store)
click to open popover

No customer reviews

Review this product

Share your thoughts with other customers

Most helpful customer reviews on 3.4 out of 5 stars 3 reviews
1.0 out of 5 starsBig disappointment
19 August 2013 - Published on
Verified Purchase
16 people found this helpful.
Top Cat
5.0 out of 5 starsNice addition and compliment to one's hedge fund library!
15 March 2012 - Published on
Verified Purchase
4 people found this helpful.
5.0 out of 5 starsGreat
5 July 2013 - Published on
Verified Purchase
One person found this helpful.