Exploring the Lived Experiences of Servant Leaders who Model Altruism to Motivate Young Adult Proté...

مرکز و کتابخانه مطالعات اسلامی به زبان های اروپایی

منو

" Exploring the Lived Experiences of Servant Leaders who Model Altruism to Motivate Young Adult Protégés for Altruistic Service in a Nonprofit Humanitarian Organization: "
Eledan, Israel O. Pittman, Joyce

Document Type	:	BL
Record Number	:	641511
Doc. No	:	dltt
Main Entry	:	Darbyshire, Paul.
Title & Author	:	Hedge fund modelling and analysis using MATLABŒ /\ Paul Darbyshire, David Hampton
Series Statement	:	The wiley finance series
Page. NO	:	1 online resource (xv, 188 pages) :: illustrations
ISBN	:	1118879554
	:	: 9781118879559
	:	: 9781118879542
	:	: 1118879546
	:	9781118879559
	:	1119967376
	:	1119967678
	:	1119967686
	:	1118879570
	:	1118879562
	:	130657174X
	:	1118905024
	:	1118879546
Bibliographies/Indexes	:	Includes bibliographical references (pages 179-181) and index
Contents	:	Essential C++ -- A Brief History of C and C++ -- A Basic C++ Program -- Variables -- Characters and Strings -- Variable Declarations -- Type Casting -- Variable Scope -- Constants -- Operators -- The Assignment Operator -- Arithmetic Operators -- Relational Operators -- Logical Operators -- Conditional Operator -- Input and Output -- Control Structures -- Branching -- Looping -- The for Loop -- The while Loop -- The do ... while Loop -- Arrays -- Vectors -- Functions -- Call-by-Value vs. Call-by-Reference -- Overloading Functions -- Object Oriented Programming -- Classes and Abstract Data Types -- Encapsulation and Interfaces -- Inheritance and Overriding Functions -- Polymorphism -- An Example of a Class -- Getter and Setter Methods -- Constructors and Destructors -- A More Detailed Class Example -- Implementing Inheritance -- Operator Overloading -- The Hedge Fund Industry -- What are Hedge Funds? -- The Structure of a Hedge Fund -- Fund Administrators -- Prime Brokers -- Custodian, Auditors and Legal -- The Global Hedge Fund Industry -- North America -- Europe -- Asia -- Specialist Investment Techniques -- Short Selling -- Leverage -- Liquidity -- Recent Developments for Hedge Funds -- UCITS Hedge Funds -- The European Passport -- Restrictions on Short Selling -- Hedge Fund Data Sources -- Hedge Fund Databases -- Major Hedge Fund Indices -- Non-Investable and Investable Indices -- Dow Jones Credit Suisse Hedge Fund Indices (www.hedgeindex.com) -- Hedge Fund Research (www.hedgefundresearch.com) -- FTSE Hedge (www.ftse.com) -- Greenwich Alternative Investments (www.greenwichai.com) -- Morningstar Alternative Investment Center (www.morningstar.com/advisor/alternative-investments.htm) -- EDHEC Risk and Asset Management Research Centre (www.edhec-risk.com) -- Database and Index Biases -- Survivorship Bias -- Instant History Bias -- Benchmarking -- Tracking Error -- Statistical Analysis -- The Stats Class -- The Utils Class -- The Import Class -- Basic Performance Plots -- Value Added Index -- Histograms -- Probability Distributions -- Populations and Samples -- Probability Density Function -- Cumulative Distribution Function -- The Normal Distribution -- Standard Normal Distribution -- Visual Tests for Normality -- Inspection -- Normal Probability Plot -- Moments of a Distribution -- Mean and Standard Deviation -- Skew -- Kurtosis -- Covariance and Correlation -- Linear Regression -- Coefficient of Determination -- Residual Plots -- Performance Measurement -- The PMetrics Class -- The Intuition Behind Risk-Adjusted Returns -- Risk-Adjusted Returns -- Absolute Risk-Adjusted Return Metrics -- The Sharpe Ratio -- Market Models -- The Information Ratio -- The Treynor Ratio -- Jensen's Alpha -- M-Squared -- The Minimum Acceptable Return -- The Sortino Ratio -- The Omega Ratio -- Mean-Variance Optimisation -- The Optimise Class -- Mean Variance Analysis -- Portfolio Return and Variance -- The Mean-Variance Optimisation Problem -- The Global Minimum Variance Portfolio -- Short Sale Constraints -- Market Risk Management -- The RMetrics Class -- Value-at-Risk -- Traditional VaR Methods -- Historical Simulation -- Parametric Method -- Monte-Carlo Simulation -- Modified VaR -- Expected Shortfall -- Extreme Value Theory -- Block Maxima -- Peaks Over Threshold
Subject	:	Hedge funds-- Mathematical models.
Subject	:	MATLAB.
Dewey Classification	:	‭332.64/524028553‬
LC Classification	:	‭HG4530‬‭.D373 2014eb‬
Added Entry	:	Hampton, David,1967-
Added Entry	:	Ohio Library and Information Network.