Sale!

Hedge Funds Quantitative Insights 1st Edition by François Serge Lhabitant ISBN 047085667X 9780470856673

Original price was: $50.00.Current price is: $35.00.

Hedge Funds Quantitative Insights The Wiley Finance Series 1st Edition François-Serge Lhabitant Digital Instant Download

Author(s): François-Serge Lhabitant
ISBN(s): 9780470856673, 047085667X
Edition: 1
File Details: PDF, 26.69 MB
Year: 2004
Language: english
SKU: EB-1472528 Category: Tag:

Hedge Funds Quantitative Insights 1st Edition by François-Serge Lhabitant – Ebook PDF Instant Download/Delivery: 047085667X, 978-0470856673
Full download Hedge Funds Quantitative Insights 1st Edition after payment

Product details:

ISBN 10:    047085667X
ISBN 13: 978-0470856673
Author:       François-Serge Lhabitant 

“An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge fund literature. In addition, it will benefit institutional investors, high net worth individuals, academics and anyone interested in learning more about this fascinating and often mysterious world of privately managed money. Written by one of the most respected practitioners and academics in the area of hedge funds.” –Greg N. Gregoriou, Professor of finance and research coordinator in the School of Business and Economics at Plattsburgh State University of New York.

“This is a landmark book on quantitative approaches to hedge funds. All those with a stake in building hedge fund portfolios will highly profit from this exhaustive guide. A must read for all those involved in hedge fund investing.” -Pascal Botteron, Ph.D., Head of Hedge Fund Product Development, Pictet Asset Management

“François-Serge Lhabitant’s second book will prove to be a bestseller too – just like Hedge Funds: Myths and Limits. He actually manages to make quantitative analysis ‘approachable’- even for those less gifted with numbers. This book, like its predecessor, includes an unprecedented mix of common sense and sophisticated technique. A fantastic guide to the ‘nuts and bolts’ of hedge fund analysis and a ‘must’ for every serious investor.” –Barbara Rupf Bee, Head of Alternative Fund Investment Group, HSBC Private Bank, Switzerland

“An excellent book, providing deep insights into the complex quantitative analysis of hedge funds in the most lucid and intuitive manner. A must-have supplement to Lhabitant’s first book dealing with the mystical and fascinating world of hedge funds. Highly recommended!” -Vikas Agarwal, Assistant Professor of Finance, J. Mack Robinson College of Business, Georgia State University

“Lhabitant has done it again! Whereas most books on hedge funds are nothing more than glorified marketing brochures, Lhabitant’s new book tells it how it is in reality. Accessible and understandable but at the same time thorough and critical.” -Harry M. Kat, Ph.D., Professor of Risk Management and Director Alternative Investment Research Centre, Cass Business School, City University

“Lhabitant’s latest work on hedge funds yet again delivers on some ambitious promises. Successfully bridging theory and practice in a highly accessible manner, those searching for a thorough yet unintimidating introduction to the quantitative methods of hedge fund analysis will not be disappointed.” -Christopher L. Culp, Ph.D., Adjunct Professor of Finance, Graduate School of Business, The University of Chicago and Principal, Chicago Partners LLC

Hedge Funds Quantitative Insights 1st Table of contents:

1. Introduction to Hedge Funds

  • What Are Hedge Funds?
  • History of Hedge Funds
  • Hedge Fund Strategies
  • The Role of Hedge Funds in the Financial Market
  • Key Metrics and Performance Measures

2. The Basics of Quantitative Finance

  • Introduction to Quantitative Analysis
  • Mathematical Foundations for Hedge Fund Strategies
  • Statistical Models and Their Applications
  • The Role of Data in Quantitative Finance
  • Risk and Return in Quantitative Models

3. Hedge Fund Strategies and Quantitative Insights

  • Long/Short Equity
  • Global Macro Strategies
  • Event-Driven Strategies
  • Arbitrage Strategies
  • Quantitative Market Neutral Strategies
  • Statistical Arbitrage
  • Machine Learning in Hedge Funds

4. Risk Management and Quantitative Techniques

  • Risk Measurement and Management Frameworks
  • Value-at-Risk (VaR)
  • Stress Testing and Scenario Analysis
  • Portfolio Optimization and Diversification
  • Hedging Techniques and Instruments
  • Model Risk and Limitations

5. Data Analysis and Algorithmic Trading

  • Data Collection and Processing
  • Time Series Analysis
  • Algorithmic Trading Strategies
  • Backtesting and Validation
  • High-Frequency Trading
  • Performance Metrics for Algorithmic Strategies

6. The Role of Leverage in Hedge Fund Strategies

  • The Concept of Leverage
  • Risk and Return with Leverage
  • Leverage in Hedge Fund Models
  • Managing Leverage Exposure
  • The Impact of Leverage on Hedge Fund Performance

7. Statistical and Machine Learning Approaches

  • Overview of Machine Learning Techniques
  • Supervised and Unsupervised Learning in Finance
  • Neural Networks and Deep Learning
  • Predictive Models in Hedge Fund Strategies
  • Applications of Machine Learning to Risk Management

8. The Impact of Market Microstructure on Hedge Fund Strategies

  • Understanding Market Microstructure
  • Order Flow and Liquidity
  • Impact of Market Structure on Hedge Fund Performance
  • Execution Costs and Optimal Trading Strategies

9. Evaluating Hedge Fund Performance

  • Performance Metrics and Benchmarks
  • Sharpe Ratio, Alpha, and Beta
  • Drawdown and Maximal Loss
  • The Role of Leverage in Performance Evaluation
  • Portfolio Construction and Evaluation

10. Regulation and Compliance in Hedge Funds

  • Overview of Hedge Fund Regulation
  • The Role of the SEC and Other Regulatory Bodies
  • Legal and Compliance Challenges for Hedge Funds
  • Regulatory Risks and How Hedge Funds Adapt

11. Case Studies in Hedge Fund Quantitative Strategies

  • Case Study 1: A Quantitative Long/Short Equity Strategy
  • Case Study 2: Statistical Arbitrage in Action
  • Case Study 3: Risk Management in a Volatile Market
  • Case Study 4: Machine Learning and Market Prediction

12. The Future of Hedge Funds and Quantitative Strategies

  • Trends in Hedge Fund Strategies
  • The Rise of Artificial Intelligence and Automation
  • The Evolving Regulatory Landscape
  • The Impact of Global Events on Hedge Funds
  • Hedge Fund Innovation and Future Directions

People also search for Hedge Funds Quantitative Insights 1st:

largest quant hedge funds
how do quant hedge funds work
what is a quant hedge fund
a hedge fund quizlet
quantitative hedge fund strategies

Tags:

François Serge Lhabitant,Hedge,Funds,Quantitative,Insights 1st