Quantitative Investment Analysis, Workbook

✍ Scribed by Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle

• Publisher: Wiley
• Year: 2007
• Tongue: English
• Leaves: 219
• Series: CFA Institute Investment Series
• Edition: 2
• Category: Library

✦ Synopsis

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

✦ Table of Contents

047006918X......Page 1
CONTENTS......Page 8
PART I: LEARNING OUTCOMES, SUMMARY OVERVIEW, AND PROBLEMS......Page 12
SUMMARY OVERVIEW......Page 14
PROBLEMS......Page 15
SUMMARY OVERVIEW......Page 18
PROBLEMS......Page 19
SUMMARY OVERVIEW......Page 22
PROBLEMS......Page 24
SUMMARY OVERVIEW......Page 32
PROBLEMS......Page 34
LEARNING OUTCOMES......Page 40
SUMMARY OVERVIEW......Page 41
PROBLEMS......Page 42
SUMMARY OVERVIEW......Page 48
PROBLEMS......Page 50
LEARNING OUTCOMES......Page 54
SUMMARY OVERVIEW......Page 55
PROBLEMS......Page 57
SUMMARY OVERVIEW......Page 64
PROBLEMS......Page 66
LEARNING OUTCOMES......Page 78
SUMMARY OVERVIEW......Page 79
PROBLEMS......Page 81
LEARNING OUTCOMES......Page 94
SUMMARY OVERVIEW......Page 95
PROBLEMS......Page 96
LEARNING OUTCOMES......Page 108
SUMMARY OVERVIEW......Page 109
PROBLEMS......Page 113
PART II: SOLUTIONS......Page 120
SOLUTIONS......Page 122
SOLUTIONS......Page 140
SOLUTIONS......Page 146
SOLUTIONS......Page 160
SOLUTIONS......Page 166
SOLUTIONS......Page 172
SOLUTIONS......Page 178
SOLUTIONS......Page 186
SOLUTIONS......Page 196
SOLUTIONS......Page 204
SOLUTIONS......Page 210
ABOUT THE CFA PROGRAM......Page 216

✦ Subjects

Финансово-экономические дисциплины;Бизнес-курс СFA;