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Quantitative Investment Analysis, 3ed

Quantitative Investment Analysis, 3ed

          
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About the Book

This book provides a blend of theory and practice to teach statistics within the context of finance and investments. Several features of this book are tailored specifically to help the reader including learning outcome statements (LOS) that specify the objective of each chapter. Chapters include The Time Value of Money, Discounted Cash Flow Applications, Statistical Concepts and Market Returns, Probability Concepts, Common Probability Distributions, Sampling and Estimation, Hypothesis Testing, Correlation and Regression, Multiple Regression and Issues in Regression Analysis, Time-Series Analysis and Portfolio Concepts. Special Features ·Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area ·Access updated content that offers insight into the latest topics relevant to the field ·Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis and portfolio concepts ·Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Table of Content Foreword Preface Acknowledgments About the CFA Institute Investment Series Chapter 1 The Time Value of Money 1. Introduction 2. Interest Rates: Interpretation 3. The Future Value of a Single Cash Flow 4. The Future Value of a Series of Cash Flows 5. The Present Value of a Single Cash Flow 6. The Present Value of a Series of Cash Flows 7. Solving for Rates, Number of Periods, or Size of Annuity Payments 8. Summary Chapter 2 Discounted Cash Flow Applications 1. Introduction 2. Net Present Value and Internal Rate of Return 3. Portfolio Return Measurement 4. Money Market Yields 5. Summary Chapter 3 Statistical Concepts and Market Returns 1. Introduction 2. Some Fundamental Concepts 3. Summarizing Data Using Frequency Distributions 4. The Graphic Presentation of Data 5. Measures of Central Tendency 6. Other Measures of Location: Quantiles 7. Measures of Dispersion 8. Symmetry and Skewness in Return Distributions 9. Kurtosis in Return Distributions 10. Using Geometric and Arithmetic Means 11. Summary Chapter 4 Probability Concepts 1. Introduction 2. Probability, Expected Value and Variance 3. Portfolio Expected Return and Variance of Return 4. Topics in Probability 5. Summary Chapter 5 Common Probability Distributions 1. Introduction to Common Probability Distributions 2. Discrete Random Variables 3. Continuous Random Variables 4. Monte Carlo Simulation 5. Summary Chapter 6 Sampling and Estimation 1. Introduction 2. Sampling 3. Distribution of the Sample Mean 4. Point and Interval Estimates of the Population Mean 5. More on Sampling 6. Summary Chapter 7 Hypothesis Testing 1. Introduction 2. Hypothesis Testing 3. Hypothesis Tests Concerning the Mean 4. Hypothesis Tests Concerning Variance 5. Other Issues: Nonparametric Inference 6. Summary Chapter 8 Correlation and Regression 1. Introduction 2. Correlation Analysis 3. Linear Regression 4. Summary Chapter 9 Multiple Regression and Issues in Regression Analysis 1. Introduction 2. Multiple Linear Regression 3. Using Dummy Variables in Regressions 4. Violations of Regression Assumptions 5. Model Specification and Errors in Specification 6. Models with Qualitative Dependent Variables 7. Summary Chapter 10 Time-Series Analysis 1. Introduction to Time-Series Analysis 2. Challenges of Working with Time Series 3. Trend Models 4. Autoregressive (AR) Time-Series Models 5. Random Walks and Unit Roots 6. Moving-Average Time-Series Models 7. Seasonality in Time-Series Models 8. Autoregressive Moving-Average Models 9. Autoregressive Conditional Heteroskedasticity Models 10. Regressions with More than One Time Series 11. Other Issues in Time Series 12. Suggested Steps in Time-Series Forecasting 13. Summary Chapter 11 Introduction to M


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Product Details
  • ISBN-13: 9788126564699
  • Publisher: Wiley
  • Binding: Paperback
  • Language: English
  • Weight: 920.79 gr
  • ISBN-10: 8126564695
  • Publisher Date: 2016
  • Height: 25.908 mm
  • No of Pages: 632
  • Width: 185.9 mm

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