Quantitative investment analysis workbook 3rd ed.

Author

Additional Author(s)

• Runkle, David E.
• Pinto, Jerald E.
• McLeavey, Dennis W.
• DeFusco, Richard A.

Publisher

New Jersey: John Wiley & Sons, Inc , 2015

Language

English

ISBN

9781119104544

Series

CFA institute investment series

Subject(s)

• INVESTMENT ANALYSIS-MATHEMATICAL MODELS
• INVESTMENT-ANALYSIS

Notes

. .

Abstract

Hands-on quantitative analysis practice based on real-world scenarios
The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice. As the companion piece to Quantitative Investment Analysis, this workbook aligns with the text chapter-by-chapter to give you the focused, targeted exercises you need to fully understand each topic. Each chapter explicitly lays out the learning objectives so you understand the 'why' of each problem, and brief chapter summaries help refresh your memory on key points before you begin working. The practice problems themselves reinforce the practitioner-oriented text, and are designed to mirror the real-world problems encountered every day in the field. Solutions are provided to all of the problems for those who self-study, and an optional online Instructor's manual brings this book into the classroom with ease.
Quantitative analysis is essential to the investment process, but hypothetical 'pie-in-the-sky' type practice scenarios only waste your time. You need a globally relevant application guide with roots in the real-world industry, so you can spend your time preparing for scenarios that you'll actually encounter. This workbook is your answer, with practice problems covering the complete range of quantitative methods.
• Refresh your memory with succinct chapter summaries
• Enhance your understanding with topic-specific practice problems
• Work toward explicit chapter objectives to internalize key information
• Practice important techniques with real-world applications
Consistent mathematical notation, topic coverage continuity, and evenness of subject matter treatment are critical to the learning process. This workbook lives up to its reputation of clarity, and provides investment-oriented practice based on actual changes taking place in the global investment community. For those who want a practical route to mastering quantitative methods, the Quantitative Investment Analysis Workbook is your real-world solution.

Physical Dimension

Number of Page(s)

vi, 199 p.

Dimension

25 cm.

Other Desc.

-

Summary / Review / Table of Content

CHAPTER 1. Time Value of Money, p.1 --
CHAPTER 2. Discounted Cash Flow Applications, p.43 --
CHAPTER 3. Statistical Concepts and Market Returns, p.69 --
CHAPTER 4. Probability Concepts, p.151 --
CHAPTER 5. Common Probability Distibutions, p.199 --
CHAPTER 6. Sampling and Estimation, p.247 --
CHAPTER 7. Hypothesis Thesis, p.281 --
CHAPTER 8. Correlation and Regression, p.327 --
CHAPTER 9. Multiple Regression and Issues in Regression Analysis, p.385 --
CHAPTER 10. Time-Series Analysis, p.459 --
CHAPTER 11. Introduction to Multifactor Models, p.525

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	00843/18	332.632042 Qua/w	Library - 7th Floor	Available