Hedge Fund Analysis and Modeling Using Excel and VBA
is a practical and implementation driven text that will guide readers through real modeling and analysis exercises for hedge funds, enabling them to identify risk and return factors across their investments. Starting with an overview of Hedge Funds and covering the key styles and strategies adopted by hedge fund managers, the book then moves on to look at Hedge Fund data sources - a key area in understanding the strengths and weaknesses of a hedge funds style and strategy. The book then discusses Hedge Fund performance measures, both basic and risk-adjusted, and how to model hedge fund returns. Finally, the book covers more sophisticated Hedge Fund analysis, and risk management techniques.
The book features a DVD, which includes Excel and VBA spreadsheets with step by step audio and visual tutorials, and classroom style video tutorials on key modeling aspects.
This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles.