Hedge Fund Modeling and Analysis Using Excel and VBA 1st edition by Paul Darbyshire, David Hampton – Ebook PDF Instant Download/Delivery: 0470747196, 978-0470747193
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Product details:
ISBN 10: 0470747196
ISBN 13: 978-0470747193
Author: Paul Darbyshire, David Hampton
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.
Hedge Fund Modeling and Analysis Using Excel and VBA 1st Table of contents:
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Introduction to Hedge Funds and Financial Modeling
- Overview of hedge funds and their role in the financial markets
- The importance of financial modeling for hedge fund managers
- Introduction to Excel and VBA for financial analysis
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Excel Basics for Financial Modeling
- Key Excel functions and tools for financial analysis
- Organizing data and structuring spreadsheets for models
- Best practices for building efficient and clear financial models in Excel
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VBA Fundamentals for Hedge Fund Analysis
- Introduction to VBA programming for financial modeling
- Writing simple macros and automating tasks with VBA
- Working with Excel objects, ranges, and cells using VBA
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Building Basic Hedge Fund Models
- Setting up a basic hedge fund portfolio model
- Calculating returns, risk metrics, and performance analysis
- Modeling the cash flows and investments of a hedge fund
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Advanced Hedge Fund Modeling Techniques
- Building models for multi-strategy hedge funds
- Advanced techniques for simulating hedge fund performance
- Risk management modeling, including Value at Risk (VaR) and stress testing
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Optimizing Portfolio Allocation
- Using Excel Solver and VBA for portfolio optimization
- Understanding and applying the Markowitz portfolio theory
- Building efficient portfolios for hedge fund managers
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Fixed Income and Derivative Instruments in Hedge Fund Modeling
- Modeling fixed income products (bonds, interest rates, etc.)
- Valuing and analyzing derivatives (options, futures, swaps) in hedge fund strategies
- Incorporating fixed income and derivative instruments into hedge fund models
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Risk Management and Hedging Strategies
- Modeling risk and implementing hedging strategies in hedge fund portfolios
- Tools for managing market risk, credit risk, and liquidity risk
- Scenario analysis and sensitivity analysis in hedge fund modeling
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Performance Measurement and Attribution
- Measuring and analyzing the performance of hedge fund portfolios
- Building performance attribution models to analyze strategy contributions
- Using Excel and VBA to track and visualize hedge fund performance
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Monte Carlo Simulations and Scenario Analysis
- Introduction to Monte Carlo simulations in financial modeling
- Using Monte Carlo methods for portfolio simulations and risk assessment
- VBA-based Monte Carlo simulation for hedge fund analysis
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Reporting and Dashboard Creation with Excel and VBA
- Designing financial reports and dashboards in Excel
- Automating report generation with VBA
- Visualizing hedge fund performance and risk metrics through charts and graphs
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Backtesting Hedge Fund Strategies
- Setting up backtesting frameworks for hedge fund strategies
- Using historical data to evaluate hedge fund performance
- Building and testing strategy models using Excel and VBA
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Final Project: Building a Complete Hedge Fund Model
- Step-by-step guide to creating a comprehensive hedge fund model
- Integrating multiple strategies, assets, and risk management tools
- Final model demonstration and implementation of Excel and VBA
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Conclusion
- Recap of key concepts and techniques for hedge fund modeling
- Tips for improving and maintaining financial models
- Future trends in hedge fund analysis and modeling
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