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Quantitative investment analysis / Richard A. DeFusco [and three others].

Contributor(s): DeFusco, Richard Armand [contributor.] | McLeavey, Dennis W [contributor.] | Pinto, Jerald E [contributor.] | Runkle, David E [contributor.].
Material type: materialTypeLabelBookSeries: CFA Institute investment series.Publisher: Hoboken, New Jersey : Wiley, [2015]Copyright date: ©2015Edition: Third edition.Description: xx, 609 pages : illustrations ; 27 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781119104223 (hardback); 9781119104544 (paperback).Subject(s): Investment analysis -- Mathematical modelsOnline resources: Contributor biographical information | Publisher description | Table of contents only
Contents:
Part I Learning Objectives, Summary Overview, and Problems Chapter 1 The Time Value of Money 3 Learning Outcomes 3 Summary Overview 3 Problems 4 Chapter 2 Discounted Cash Flow Applications 7 Learning Outcomes 7 Summary Overview 7 Problems 8 Chapter 3 Statistical Concepts and Market Returns 13 Learning Outcomes 13 Summary Overview 14 Problems 15 Chapter 4 Probability Concepts 23 Learning Outcomes 23 Summary Overview 24 Problems 26 Chapter 5 Common Probability Distributions 31 Learning Outcomes 31 Summary Overview 32 Problems 34 Chapter 6 Sampling and Estimation 39 Learning Outcomes 39 Summary Overview 39 Problems 41 Chapter 7 Hypothesis Testing 45 Learning Outcomes 45 Summary Overview 46 Problems 48 Chapter 8 Correlation and Regression 53 Learning Outcomes 53 Summary Overview 53 Problems 55 Chapter 9 Multiple Regression and Issues in Regression Analysis 67 Learning Outcomes 67 Summary Overview 68 Problems 70 Chapter 10 Time-Series Analysis 87 Learning Outcomes 87 Summary Overview 88 Problems 90 Chapter 11 An Introduction to Multifactor Models 99 Learning Outcomes 99 Summary Overview 99 Problems 101 Part II Solutions Chapter 1 The Time Value of Money 105 Solutions 105 Chapter 2 Discounted Cash Flow Applications 121 Solutions 121 Chapter 3 Statistical Concepts and Market Returns 127 Solutions 127 Chapter 4 Probability Concepts 143 Solutions 143 Chapter 5 Common Probability Distributions 151 Solutions 151 Chapter 6 Sampling and Estimation 157 Solutions 157 Chapter 7 Hypothesis Testing 163 Solutions 163 Chapter 8 Correlation and Regression 171 Solutions 171 Chapter 9 Multiple Regression and Issues in Regression Analysis 181 Solutions 181 Chapter 10 Time-Series Analysis 191 Solutions 191 Chapter 11 An Introduction to Multifactor Models 197 Solutions 197 About the CFA Program 199
Summary: Hands-on quantitative analysis practice based on real-world scenarios The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice.
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Item type Current location Call number Copy number Status Notes Date due Barcode Item holds
Books Books Main Library: Circulation Section
HG 4529 .Q368 2015 wb (Browse shelf) c.1 Available Requested by College of Accountancy and Finance 16-026280
Books Books Main Library: Circulation Section
HG 4529 .Q36 2015 (Browse shelf) c.1 Available Requested by College of Accountancy and Finance 16-026281
Total holds: 0

Includes bibliographical references and index.

Part I Learning Objectives, Summary Overview, and Problems Chapter 1 The Time Value of Money 3 Learning Outcomes 3 Summary Overview 3 Problems 4 Chapter 2 Discounted Cash Flow Applications 7 Learning Outcomes 7 Summary Overview 7 Problems 8 Chapter 3 Statistical Concepts and Market Returns 13 Learning Outcomes 13 Summary Overview 14 Problems 15 Chapter 4 Probability Concepts 23 Learning Outcomes 23 Summary Overview 24 Problems 26 Chapter 5 Common Probability Distributions 31 Learning Outcomes 31 Summary Overview 32 Problems 34 Chapter 6 Sampling and Estimation 39 Learning Outcomes 39 Summary Overview 39 Problems 41 Chapter 7 Hypothesis Testing 45 Learning Outcomes 45 Summary Overview 46 Problems 48 Chapter 8 Correlation and Regression 53 Learning Outcomes 53 Summary Overview 53 Problems 55 Chapter 9 Multiple Regression and Issues in Regression Analysis 67 Learning Outcomes 67 Summary Overview 68 Problems 70 Chapter 10 Time-Series Analysis 87 Learning Outcomes 87 Summary Overview 88 Problems 90 Chapter 11 An Introduction to Multifactor Models 99 Learning Outcomes 99 Summary Overview 99 Problems 101 Part II Solutions Chapter 1 The Time Value of Money 105 Solutions 105 Chapter 2 Discounted Cash Flow Applications 121 Solutions 121 Chapter 3 Statistical Concepts and Market Returns 127 Solutions 127 Chapter 4 Probability Concepts 143 Solutions 143 Chapter 5 Common Probability Distributions 151 Solutions 151 Chapter 6 Sampling and Estimation 157 Solutions 157 Chapter 7 Hypothesis Testing 163 Solutions 163 Chapter 8 Correlation and Regression 171 Solutions 171 Chapter 9 Multiple Regression and Issues in Regression Analysis 181 Solutions 181 Chapter 10 Time-Series Analysis 191 Solutions 191 Chapter 11 An Introduction to Multifactor Models 197 Solutions 197 About the CFA Program 199

Hands-on quantitative analysis practice based on real-world scenarios The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice.

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