Quantitative Investment Analysis, Workbook

Quantitative Investment Analysis, Workbook

CFA Institute Investment Series, Band 128 4. Aufl.

von: CFA Institute

32,99 €

Verlag: Wiley
Format: PDF
Veröffentl.: 07.09.2020
ISBN/EAN: 9781119743682
Sprache: englisch
Anzahl Seiten: 288

DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.


<p><b>The thoroughly revised and updated fourth edition of the companion workbook to Quantitative Investment Analysis is here.</b></p> <p>Now in its fourth edition, the <i>Quantitative Investment Analysis Workbook</i> offers a range of practical information and exercises that will facilitate your mastery of quantitative methods and their application in today's investment process. Part of the reputable CFA Institute Investment Series, the workbook is designed to further your hands-on experience with a variety of learning outcomes, summary overview sections, and challenging problems and solutions.</p> <p>The workbook provides all the statistical tools and latest information to help you become a confident and knowledgeable investor, including expanded problems on Machine Learning algorithms and the role of Big Data in investment contexts. Well suited for motivated individuals who learn on their own, as well as a general reference, this companion resource delivers a clear, example-driven method for practicing the tools and techniques covered in the primary Quantitative Investment Analysis, 4th Edition text.?? Inside you'll find information and exercises to help you:</p> <ul> <li>Work real-world problems associated with the modern quantitative investment process</li> <li>Master visualizing and summarizing data</li> <li>Review the fundamentals of single linear and multiple linear regression</li> <li>Use multifactor models</li> <li>Measure and manage market risk effectively</li> </ul> <p>In both the workbook and the primary <i>Quantitative Investment Analysis</i>, 4th Edition text, the authors go to great lengths to ensure an even treatment of subject matter, consistency of mathematical notation, and continuity of topic coverage that is critical to the learning process.</p> <p>For everyone who requires a streamlined route to mastering quantitative methods in investments, Quantitative Investment Analysis Workbook, 4th Edition offers world-class practice based on actual scenarios faced by professionals every day.</p>
<p><b>Part 1 Learning Objectives, Summary Overview, and Problems 1</b></p> <p><b>Chapter 1 The Time Value of Money 3</b></p> <p>Learning Outcomes 3</p> <p>Summary 3</p> <p>Practice Problems 4</p> <p><b>Chapter 2 Organizing, Visualizing, and Describing Data 9</b></p> <p>Learning Outcomes 9</p> <p>Summary 9</p> <p>Practice Problems 13</p> <p><b>Chapter 3 Probability Concepts 25</b></p> <p>Learning Outcomes 25</p> <p>Summary 26</p> <p>Practice Problem 28</p> <p><b>Chapter 4 Common Probability Distributions 33</b></p> <p>Learning Outcomes 33</p> <p>Summary 34</p> <p>Practice Problems 35</p> <p><b>Chapter 5 Sampling and Estimation 43</b></p> <p>Learning Outcomes 43</p> <p>Summary 43</p> <p>Practice Problems 45</p> <p><b>Chapter 6 Hypothesis Testing 51</b></p> <p>Learning Outcomes 51</p> <p>Summary 52</p> <p>Practice Problems 54</p> <p><b>Chapter 7 Introduction to Linear Regression 63</b></p> <p>Learning Outcomes 63</p> <p>Summary 63</p> <p>Practice Problems 64</p> <p><b>Chapter 8 Multiple Regression 75</b></p> <p>Learning Outcomes 75</p> <p>Summary 76</p> <p>Practice Problems 78</p> <p><b>Chapter 9 Time-Series Analysis 103</b></p> <p>Learning Outcomes 103</p> <p>Summary 104</p> <p>Practice Problems 105</p> <p><b>Chapter 10 Machine Learning 123</b></p> <p>Learning Outcomes 123</p> <p>Summary 123</p> <p>Practice Problems 125</p> <p><b>Chapter 11 Big Data Projects 129</b></p> <p>Learning Outcomes 129</p> <p>Summary 129</p> <p>Practice Problems 131</p> <p><b>Chapter 12 Using Multifactor Models 141</b></p> <p>Learning Outcomes 141</p> <p>Summary 141</p> <p>Practice Problems 143</p> <p><b>Chapter 13 Measuring and Managing Market Risk 149</b></p> <p>Learning Outcomes 149</p> <p>Summary 149</p> <p>Practice Problems 152</p> <p><b>Chapter 14 Backtesting and Simulation 161</b></p> <p>Learning Outcomes 161</p> <p>Summary 161</p> <p>Practice Problems 163</p> <p><b>Part II Solutions 169</b></p> <p><b>Chapter 1 The Time Value of Money 171</b></p> <p>Solutions 171</p> <p><b>Chapter 2 Organizing, Visualizing, and Describing Data 185</b></p> <p>Solutions 185</p> <p><b>Chapter 3 Probability Concepts 195</b></p> <p>Solutions 195</p> <p><b>Chapter 4 Common Probability Distributions 199</b></p> <p>Solutions 199</p> <p><b>Chapter 5 Sampling and Estimation 207</b></p> <p>Solutions 207</p> <p><b>Chapter 6 Hypothesis Testing 215</b></p> <p>Solutions 215</p> <p><b>Chapter 7 Introduction to Linear Regression 223</b></p> <p>Solutions 223</p> <p><b>Chapter 8 Multiple Regression 229</b></p> <p>Solutions 229</p> <p><b>Chapter 9 Time-Series Analysis 241</b></p> <p>Solutions 241</p> <p><b>Chapter 10 Machine Learning 249</b></p> <p>Solutions 249</p> <p><b>Chapter 11 Big Data Projects 251</b></p> <p>Solutions 251</p> <p><b>Chapter 12 Using Multifactor Models 261</b></p> <p>Solutions 261</p> <p><b>Chapter 13 Measuring and Managing Market Risk 267</b></p> <p>Solutions 267</p> <p><b>Chapter 14 Backtesting and Simulation 273</b></p> <p>Solutions 273</p> <p>About the CFA Program 279</p>
<p><b>CFA Institute</b> is the global association of investment professionals that sets the standard for professional excellence and credentials. The organization is a champion for ethical behavior in investment markets and a respected source of knowledge in the global financial community. The end goal: to create an environment where investors’ interests come first, markets function at their best, and economies grow. CFA Institute has more than 155,000 members in 165 countries and territories, including 150,000 CFA® charterholders, and 148 member societies. For more information, visit</p>
<p><b>CFA INSTITUTE INVESTMENT SERIES</b> <p><b>Hands-on quantitative analysis practice based on real-world scenarios</b> <p><i>Quantitative Investment Analysis Workbook, Fourth Edition</i> provides the key component of effective learning—practice. This companion workbook conveniently aligns with the text chapter-by-chapter, provides brief chapter summaries to refresh your memory on key points before you begin working, and explicitly lays out the learning objectives so you understand the "why" of each problem. Those who self study will find solutions to all exercise problems. This workbook lets you: <ul> <li>Refresh your memory with succinct chapter summaries</li> <li>Enhance your understanding with topic-specific practice problems</li> <li>Work toward explicit chapter objectives to internalize key information</li> <li>Practice important techniques with real-world applications</li> </ul> <p>For everyone who wants a practical route to mastering quantitative methods, <i>Quantitative Investment Analysis Workbook, Fourth Edition</i> lives up to its reputation for clarity and world-class practice based on actual scenarios investors face every day.