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Klappentext Hands-on quantitative analysis practice based on real-world scenariosThe 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 applicationsConsistent 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. Zusammenfassung Hands-on quantitative analysis practice based on real-world scenarios The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice. Inhaltsverzeichnis Part I Learning Objectives, Summary Overview, and ProblemsChapter 1 The Time Value of Money 3Learning Outcomes 3Summary Overview 3Problems 4Chapter 2 Discounted Cash Flow Applications 7Learning Outcomes 7Summary Overview 7Problems 8Chapter 3 Statistical Concepts and Market Returns 13Learning Outcomes 13Summary Overview 14Problems 15Chapter 4 Probability Concepts 23Learning Outcomes 23Summary Overview 24Problems 26Chapter 5 Common Probability Distributions 31Learning Outcomes 31Summary Overview 32Problems 34Chapter 6 Sampling and Estimation 39Learning Outcomes 39Summary Overview 39Problems 41Chapter 7 Hypothesis Testing 45Learning Outcomes 45Summary Overview 46Problems 48Chapter 8 Correlation and Regression 53Learning Outcomes 53Summary Overview 53Problems 55Chapter 9 Multiple Regression and Issues in Regression Analysis 67Learning Outcomes 67Summary Overview 68Problems 70Chapter 10 Time-Series Analysis 87Learning Outcomes 87Summary Overview 88Problems 90Chapter 11 An Introduction to Multifactor Models 99Learning Outcomes 99Summary Overview 99Problems 101Part II SolutionsChapter 1 The Time Value of Money 105Solutions 105Chapter 2 Discounted Cash Flow Applications 121Solutions 121Chapter 3 Statistical Concepts and Market Returns 127Solutions 127Chapter 4 Probability Concepts 143Solutions 143Chapter 5 Common Probability Distributions 151Solutions 151Chapter 6 Sampling and Estimation 157Solutions 157Chapter 7 Hypothesis Testing 163Solutions 163Chapter 8 Correlation and Regression 171Solutions 171Chapter 9 Multiple Regression and Issues in Regression Analysis 181Solutions 181...
