This Material Is To Be Used In Conjunction With The Chartered Financial Analyst (cfa) Curriculum Where Existing Materials Are Not Available. Cf Pref. Chapter 1 The Time Value Of Money 1 -- 1 Interest Rates And Discount Rates 1 -- 2 The Future Value Of A Single Cash Flow 3 -- 3 The Future Value Of A Series Of Cash Flows 11 -- 4 The Present Value Of A Single Cash Flow 14 5 The Present Value Of A Series Of Cash Flows 17 -- 6 Solving For Rates, Number Of Periods, Or Size Of Annuity Payments 24 -- 7 Almost-even Cash Flows 31 -- Chapter 2 Discounted Cash Flow Applications 53 1 Discounted Cash Flow Analysis 54 -- 2 Money Market Yields 60 -- 3 Basic Bond Valuation 65 -- 4 Basic Equity Valuation 72 -- 5 Portfolio Return Measurement 81 -- Chapter 3 Statistical Concepts And Market Returns 101 1 The Nature Of Statistics 102 -- 2 Frequency Distributions 104 -- 3 Graphic Presentation 111 -- 4 Measures Of Central Tendency 115 -- 5 Measures Of Dispersion And Their Applications 130 6 Symmetry And Skewness In Return Distributions 138 -- 7 Kurtosis In Return Distributions 142 -- 8 Using Geometric And Arithmetic Means 144 -- Chapter 4 Probability Concepts 173 -- 2 Probability, Expected Value, And Variance 175 3 Portfolio Expected Return And Variance 195 -- 4 Topics In Probability 204 -- Chapter 5 Common Probability Distributions 225 -- 1 Introduction To Common Probability Distributions 226 -- 2 Discrete Random Variables 227 3 Continuous Random Variables 240 -- 4 Monte Carlo Simulation 261 -- Chapter 6 Sampling And Estimation 279 -- 2 Sampling 280 -- 3 Distribution Of The Sample Mean 286 -- 4 Point And Interval Estimates Of The Population Mean 289 5 More On Sampling 298 -- Chapter 7 Hypothesis Testing 315 -- 2 Hypothesis Testing 317 -- 3 Hypothesis Tests Concerning The Mean 326 -- 4 Hypothesis Tests Concerning Variance 341 -- 5 Other Issues In Inference 345 Chapter 8 Correlation And Regression 361 -- 2 Correlation Analysis 363 -- 3 Linear Regression 379 -- Chapter 9 Multiple Regression And Issues In Regression Analysis 427 -- 2 Multiple Linear Regression 428 3 Using Dummy Variables In Regressions 439 -- 4 Heteroskedasticity 445 -- 5 Serial Correlation 450 -- 6 Multicollinearity 457 -- 7 Heteroskedasticity, Serial Correlation, And Multicollinearity: Summarizing The Issues 459 8 Models With Qualitative Dependent Variables 460 -- Chapter 10 Time Series Analysis 487 -- 1 Introduction To Time Series Analysis 488 -- 2 Trends 491 -- 3 The Limitations Of Trend Models 497 4 Fundamental Issues In Time Series 498 -- 5 Autoregressive Time-series Models 500 -- 6 Random Walks And Unit Roots 512 -- 7 Moving-average Time-series Models 521 -- 8 Seasonality In Time-series Models 525 9 Autoregressive Moving-average Models 531 -- 10 Autoregressive Conditional Heteroskedasticity 532 -- 11 Other Issues In Time Series 535 -- 12 Suggested Steps In Time-series Forecasting 536 -- Chapter 11 Portfolio Concepts 557 2 Mean-variance Analysis And Diversification 560 -- 3 Practical Issues In Mean-variance Analysis 593 -- 4 Multifactor Models 598 Appendix A Cumulative Probabilities For A Standard Normal Distribution P(z [less Than Or Equal] X) = N(x) For X [greater Than Or Equal] 0 Or P(z [less Than Or Equal] Z) = N(z) For Z [greater Than Or Equal] 0 636 Appendix B Table Of The Student's T-distribution (one-tailed Probabilities) 638 -- Appendix C Values Of X[superscript 2] (degrees Of Freedom, Level Of Significance) 639 -- Appendix D Table Of The F-distribution 640 Appendix E Critical Values For The Durbin-watson Statistic ([alpha] = .05) 644. Richard A. Defusco [sic] ... [et Al.] Includes Bibliographical References (p. 645-647) And Index.
Categories:
Publisher : Assn for Investment Management &
Author : DeFusco, Richard A.,Pinto, Jerald E.,Runkle, David E.,McLeavey, Dennis W.
Language : English
Edition : Highlighting
Published :2001-08-01
Number Of Pages : 664
Binding : Hardcover
ISBN-10 : 0935015698
ISBN-13 : 9780935015690
Item weight : 3.8 lb
Dimensions : 1.9 in x 7.9 in x 10.1 in
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