ISBN: 9781118044780

InhaltsangabeForeword xiiiAcknowledgments xviiIntroduction xixCHAPTER 1 The Time Value of Money 11 Introduction 12 Interest Rates: Interpretation 13 The Future Value of a Single Cash Flow… More...

InhaltsangabeForeword xiiiAcknowledgments xviiIntroduction xixCHAPTER 1 The Time Value of Money 11 Introduction 12 Interest Rates: Interpretation 13 The Future Value of a Single Cash Flow 34 The Future Value of a Series of Cash Flows 135 The Present Value of a Single Cash Flow 156 The Present Value of a Series of Cash Flows 197 Solving for Rates, Number of Periods, or Size of Annuity Payments 27CHAPTER 2 Discounted Cash Flow Applications 391 Introduction 392 Net Present Value and Internal Rate of Return 393 Portfolio Return Measurement 4734 Money Market Yields 54CHAPTER 3 Statistical Concepts andMarket Returns 611 Introduction 612 Some Fundamental Concepts 613 Summarizing Data Using Frequency Distributions 654 The Graphic Presentation of Data 725 Measures of Central Tendency 766 Other Measures of Location: Quantiles 947 Measures of Dispersion 1008 Symmetry and Skewness in Return Distributions 1189 Kurtosis in Return Distributions 12310 Using Geometric and Arithmetic Means 127CHAPTER 4 Probability Concepts 1291 Introduction 1292 Probability, Expected Value, and Variance 1293 Portfolio Expected Return and Variance of Return 1524 Topics in Probability 161CHAPTER 5 Common Probability Distributions 1711 Introduction 1712 Discrete Random Variables 1713 Continuous Random Variables 1854 Monte Carlo Simulation 206CHAPTER 6 Sampling and Estimation 2151 Introduction 2152 Sampling 2153 Distribution of the Sample Mean 2214 Point and Interval Estimates of the Population Mean 2255 More on Sampling 235CHAPTER 7 Hypothesis Testing 2431 Introduction 2432 Hypothesis Testing 2443 Hypothesis Tests Concerning the Mean 2534 Hypothesis Tests Concerning Variance 2695 Other Issues: Nonparametric Inference 275CHAPTER 8 Correlation and Regression 2811 Introduction 2812 Correlation Analysis 2813 Linear Regression 300CHAPTER 9 Multiple Regression and Issues in Regression Analysis 3251 Introduction 3252 Multiple Linear Regression 3253 Using Dummy Variables in Regressions 3414 Violations of Regression Assumptions 3455 Model Specification and Errors in Specification 3596 Models with Qualitative Dependent Variables 372CHAPTER 10 Time-Series Analysis 3751 Introduction 3752 Challenges of Working with Time Series 3753 Trend Models 3774 Autoregressive (AR) Time-Series Models 3865 Random Walks and Unit Roots 3996 Moving-Average Time-Series Models 4077 Seasonality in Time-Series Models 4128 Autoregressive Moving-Average Models 4169 Autoregressive Conditional Heteroskedasticity Models 41710 Regressions with More than One Time Series 42011 Other Issues in Time Series 42412 Suggested Steps in Time-Series Forecasting 425CHAPTER 11 Portfolio Concepts 4291 Introduction 4292 Mean– Variance Analysis 4293 Practical Issues in Mean– Variance Analysis 4644 Multifactor Models 473Appendices 511References 521Glossary 527About the CFA Program 541About the Authors 543Index 545 Quantitative Investment Analysis: InhaltsangabeForeword xiiiAcknowledgments xviiIntroduction xixCHAPTER 1 The Time Value of Money 11 Introduction 12 Interest Rates: Interpretation 13 The Future Value of a Single Cash Flow 34 The Future Value of a Series of Cash Flows 135 The Present Value of a Single Cash Flow 156 The Present Value of a Series of Cash Flows 197 Solving for Rates, Number of Periods, or Size of Annuity Payments 27CHAPTER 2 Discounted Cash Flow Applications 391 Introduction 392 Net Present Value and Internal Rate of Return 393 Portfolio Return Measurement 4734 Money Market Yields 54CHAPTER 3 Statistical Concepts andMarket Returns 611 Introduction 612 Some Fundamental Concepts 613 Summarizing Data Using Frequency Distributions 654 The Graphic Presentation of Data 725 Measures of Central Tendency 766 Other Measures of Location: Quantiles 947 Measures of Dispersion 1008 Symmetry and Skewness in Return Distributions 1189 Kurtosis in Return Distributions 12310 Using Geometric and Arithmetic Means 127CHAPTER 4 Probability Concepts 1291 Introduction 1292 Probability, Expected Value, and Variance 1293 Portfolio Expected Return and Variance of Return 1524 Topics in Probability 161CHAPTER 5 Common Probability Distributions 1711 Introduction 1712 Discrete Random Variables 1713 Continuous Random Variables 1854 Monte Carlo Simulation 206CHAPTER 6 Sampling and Estimation 2151 Introduction 2152 Sampling 2153 Distribution of the Sample Mean 2214 Point and Interval Estimates of the Population Mean 2255 More on Sampling 235CHAPTER 7 Hypothesis Testing 2431 Introduction 2432 Hypothesis Testing 2443 Hypothesis Tests Concerning the Mean 2534 Hypothesis Tests Concerning Variance 2695 Other Issues: Nonparametric Inference 275CHAPTER 8 Correlation and Regression 2811 Introduction 2812 Correlation Analysis 2813 Linear Regression 300CHAPTER 9 Multiple Regression and Issues in Regression Analysis 3251 Introduction 3252 Multiple Linear Regression 3253 Using Dummy Variables in Regressions 3414 Violations of Regression Assumptions 3455 Model Specification and Errors in Specification 3596 Models with Qualitative Dependent Variables 372CHAPTER 10 Time-Series Analysis 3751 Introduction 3752 Challenges of Working with Time Series 3753 Trend Models 3774 Autoregressive (AR) Time-Series Models 3865 Random Walks and Unit Roots 3996 Moving-Average Time-Series Models 4077 Seasonality in Time-Series Models 4128 Autoregressive Moving-Average Models 4169 Autoregressive Conditional Heteroskedasticity Models 41710 Regressions with More than One Time Series 42011 Other Issues in Time Series 42412 Suggested Steps in Time-Series Forecasting 425CHAPTER 11 Portfolio Concepts 4291 Introduction 4292 Mean– Variance Analysis 4293 Practical Issues in Mean– Variance Analysis 4644 Multifactor Models 473Appendices 511References 521Glossary 527About the CFA Program 541About the Authors 543Index 545 Finance & Investments Finanz- u. Anlagewesen Finanzwesen Investments & Securities Kapitalanlage Kapitalanlagen u. Wertpapiere, John Wiley & Sons<

ISBN: 9781118044780

InhaltsangabeForeword xiiiAcknowledgments xviiIntroduction xixCHAPTER 1 The Time Value of Money 11 Introduction 12 Interest Rates: Interpretation 13 The Future Value of a Single Cash Flow… More...

InhaltsangabeForeword xiiiAcknowledgments xviiIntroduction xixCHAPTER 1 The Time Value of Money 11 Introduction 12 Interest Rates: Interpretation 13 The Future Value of a Single Cash Flow 34 The Future Value of a Series of Cash Flows 135 The Present Value of a Single Cash Flow 156 The Present Value of a Series of Cash Flows 197 Solving for Rates, Number of Periods, or Size of Annuity Payments 27CHAPTER 2 Discounted Cash Flow Applications 391 Introduction 392 Net Present Value and Internal Rate of Return 393 Portfolio Return Measurement 4734 Money Market Yields 54CHAPTER 3 Statistical Concepts andMarket Returns 611 Introduction 612 Some Fundamental Concepts 613 Summarizing Data Using Frequency Distributions 654 The Graphic Presentation of Data 725 Measures of Central Tendency 766 Other Measures of Location: Quantiles 947 Measures of Dispersion 1008 Symmetry and Skewness in Return Distributions 1189 Kurtosis in Return Distributions 12310 Using Geometric and Arithmetic Means 127CHAPTER 4 Probability Concepts 1291 Introduction 1292 Probability, Expected Value, and Variance 1293 Portfolio Expected Return and Variance of Return 1524 Topics in Probability 161CHAPTER 5 Common Probability Distributions 1711 Introduction 1712 Discrete Random Variables 1713 Continuous Random Variables 1854 Monte Carlo Simulation 206CHAPTER 6 Sampling and Estimation 2151 Introduction 2152 Sampling 2153 Distribution of the Sample Mean 2214 Point and Interval Estimates of the Population Mean 2255 More on Sampling 235CHAPTER 7 Hypothesis Testing 2431 Introduction 2432 Hypothesis Testing 2443 Hypothesis Tests Concerning the Mean 2534 Hypothesis Tests Concerning Variance 2695 Other Issues: Nonparametric Inference 275CHAPTER 8 Correlation and Regression 2811 Introduction 2812 Correlation Analysis 2813 Linear Regression 300CHAPTER 9 Multiple Regression and Issues in Regression Analysis 3251 Introduction 3252 Multiple Linear Regression 3253 Using Dummy Variables in Regressions 3414 Violations of Regression Assumptions 3455 Model Specification and Errors in Specification 3596 Models with Qualitative Dependent Variables 372CHAPTER 10 Time-Series Analysis 3751 Introduction 3752 Challenges of Working with Time Series 3753 Trend Models 3774 Autoregressive (AR) Time-Series Models 3865 Random Walks and Unit Roots 3996 Moving-Average Time-Series Models 4077 Seasonality in Time-Series Models 4128 Autoregressive Moving-Average Models 4169 Autoregressive Conditional Heteroskedasticity Models 41710 Regressions with More than One Time Series 42011 Other Issues in Time Series 42412 Suggested Steps in Time-Series Forecasting 425CHAPTER 11 Portfolio Concepts 4291 Introduction 4292 Mean– Variance Analysis 4293 Practical Issues in Mean– Variance Analysis 4644 Multifactor Models 473Appendices 511References 521Glossary 527About the CFA Program 541About the Authors 543Index 545 Quantitative Investment Analysis: InhaltsangabeForeword xiiiAcknowledgments xviiIntroduction xixCHAPTER 1 The Time Value of Money 11 Introduction 12 Interest Rates: Interpretation 13 The Future Value of a Single Cash Flow 34 The Future Value of a Series of Cash Flows 135 The Present Value of a Single Cash Flow 156 The Present Value of a Series of Cash Flows 197 Solving for Rates, Number of Periods, or Size of Annuity Payments 27CHAPTER 2 Discounted Cash Flow Applications 391 Introduction 392 Net Present Value and Internal Rate of Return 393 Portfolio Return Measurement 4734 Money Market Yields 54CHAPTER 3 Statistical Concepts andMarket Returns 611 Introduction 612 Some Fundamental Concepts 613 Summarizing Data Using Frequency Distributions 654 The Graphic Presentation of Data 725 Measures of Central Tendency 766 Other Measures of Location: Quantiles 947 Measures of Dispersion 1008 Symmetry and Skewness in Return Distributions 1189 Kurtosis in Return Distributions 12310 Using Geometric and Arithmetic Means 127CHAPTER 4 Probability Concepts 1291 Introduction 1292 Probability, Expected Value, and Variance 1293 Portfolio Expected Return and Variance of Return 1524 Topics in Probability 161CHAPTER 5 Common Probability Distributions 1711 Introduction 1712 Discrete Random Variables 1713 Continuous Random Variables 1854 Monte Carlo Simulation 206CHAPTER 6 Sampling and Estimation 2151 Introduction 2152 Sampling 2153 Distribution of the Sample Mean 2214 Point and Interval Estimates of the Population Mean 2255 More on Sampling 235CHAPTER 7 Hypothesis Testing 2431 Introduction 2432 Hypothesis Testing 2443 Hypothesis Tests Concerning the Mean 2534 Hypothesis Tests Concerning Variance 2695 Other Issues: Nonparametric Inference 275CHAPTER 8 Correlation and Regression 2811 Introduction 2812 Correlation Analysis 2813 Linear Regression 300CHAPTER 9 Multiple Regression and Issues in Regression Analysis 3251 Introduction 3252 Multiple Linear Regression 3253 Using Dummy Variables in Regressions 3414 Violations of Regression Assumptions 3455 Model Specification and Errors in Specification 3596 Models with Qualitative Dependent Variables 372CHAPTER 10 Time-Series Analysis 3751 Introduction 3752 Challenges of Working with Time Series 3753 Trend Models 3774 Autoregressive (AR) Time-Series Models 3865 Random Walks and Unit Roots 3996 Moving-Average Time-Series Models 4077 Seasonality in Time-Series Models 4128 Autoregressive Moving-Average Models 4169 Autoregressive Conditional Heteroskedasticity Models 41710 Regressions with More than One Time Series 42011 Other Issues in Time Series 42412 Suggested Steps in Time-Series Forecasting 425CHAPTER 11 Portfolio Concepts 4291 Introduction 4292 Mean– Variance Analysis 4293 Practical Issues in Mean– Variance Analysis 4644 Multifactor Models 473Appendices 511References 521Glossary 527About the CFA Program 541About the Authors 543Index 545 Finanzwesen Finanz- u. Anlagewesen Finance & Investments Kapitalanlage Kapitalanlagen u. Wertpapiere Investments & Securities, John Wiley & Sons<

2011, ISBN: 9781118044780

In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to un… More...

In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to understand and apply quantitative methods to today's investment process. Now, in Quantitative Investment Analysis Workbook, Second Edition, they offer you a wealth of practical information and exercises that will In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to understand and apply quantitative methods to today's investment process. Now, in Quantitative Investment Analysis Workbook, Second Edition, they offer you a wealth of practical information and exercises that will further enhance your understanding of this discipline. This essential study guide-which parallels the main book chapter by chapter-contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. If you're looking to successfully navigate today's dynamic investment environment, the lessons found within these pages can show you how. Topics reviewed include: The time value of money Discounted cash flow Probability distributions Sampling and estimation Hypothesis testing Multiple regression Time-series analysis And much more eBooks, , Quantitative Investment Analysis~~EBook~~9781118044780~~Richard A. Defusco, David E. Runkle, Dennis W. Mcleavey, Mark J.P. Anson, , Quantitative Investment Analysis, Richard A. Defusco, 9781118044780, Wiley, 01/06/2011, , , , Wiley<

ISBN: 9781118044780

In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to un… More...

In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to understand and apply quantitative methods to today's investment process. Now, in Quantitative Investment Analysis Workbook, Second Edition, they offer you a wealth of practical information and exercises that will further enhance your understanding of this discipline. This essential study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.If you're looking to successfully navigate today's dynamic investment environment, the lessons found within these pages can show you how. Topics reviewed include:The time value of moneyDiscounted cash flowProbability distributionsSampling and estimationHypothesis testingMultiple regressionTime-series analysisAnd much more; PDF; Business,Finance and Law > Finance & accounting > Finance > Investment & securities, Wiley<

ISBN: 9781118044780

Quantitative Investment Analysis Quantitative-Investment-Analysis~~Richard-A-DeFusco-CFA Investing>Investing NOOK Book (eBook), Wiley