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Hedge Fund Modelling and Analysis Using Excel and VBA
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Hedge Fund Modelling and Analysis Using Excel and VBA Open ebook -

by Paul Darbyshire; David Hampton


Details

  • Title Hedge Fund Modelling and Analysis Using Excel and VBA
  • Author Paul Darbyshire; David Hampton
  • Binding Open Ebook
  • Pages 288
  • Volumes 1
  • Language ENG
  • Publisher Wiley
  • ISBN 9781119945635 / 1119945631
  • Dewey Decimal Code 332.645

About the author

PAUL DARBYSHIRE gained his PhD in Theoretical Physics from King's College London and then began his career working has a Quantitative Analyst and Trader at HSBC on the Exotic Derivatives and Structured Products desk. He has subsequently been involved in the development and implementation of a variety of trading and risk management platforms for a number of major investment banks around the globe. Over the past several years Paul has been responsible for the analysis and design of cutting edge algorithms in the development of behavioural finance models at Oxford University. Paul has also provided many private equity firms, hedge funds and asset management companies with consultancy in areas such as dynamic portfolio optimisation, trading platform design, software engineering and risk management.

DAVID HAMPTON gained his PhD in Electrical Engineering from the Queen's University of Belfast and an international MBA from Institut Superieur de Gestion in Paris, New York and Tokyo before joining Bank of America Capital Markets in London. David was previously an Adjunct Finance Professor at Skema Business School in Sophia Antipolis where he taught Financial Engineering and Excel/VBA Programming at the MSc level. At EDHEC Business School in Nice, he was responsible for managing their range of five MSc courses as Assistant Dean of the Financial Economics Track. An NFA registered CTA since 1997, David has been active as a consultant to the hedge fund community and as a Hedge Fund Manager with particular expertise in Global Macro Managed Futures and Long Short Equity investment styles.

Both David and Paul are Directors of darbyshirehampton; an innovative quantitative research, advisory, and consultancy firm specialising in hedge funds and the alternative investment industry. Website: www.darbyshirehampton.com.