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Quantitative Methods (Basic Concepts. (Reading 8. Statistical Concepts and…
Quantitative Methods
Basic Concepts.
Reading 6. The Time Value of Money
Interest Rates: Interpretation
The Future Value of a Single Cash Flow
3.1. The Frequency of Compounding
3.2. Continuous Compounding
3.3. Stated and Effective Rates
The Future Value of a Series of Cash Flows
4.1. Equal Cash Flows—Ordinary Annuity
4.2. Unequal Cash Flows
The Present Value of a Single Cash Flow
5.1. Finding the Present Value of a Single Cash Flow
5.2. The Frequency of Compounding
The Present Value of a Series of Cash Flows
6.1. The Present Value of a Series of Equal Cash Flows
6.2. The Present Value of an Infinite Series of Equal Cash Flows—Perpetuity
6.3. Present Values Indexed at Times Other than t = 0
6.4. The Present Value of a Series of Unequal Cash Flows
Solving for Rates, Number of Periods, or Size of Annuity Payments
7.1. Solving for Interest Rates and Growth Rates
7.2. Solving for the Number of Periods
7.3. Solving for the Size of Annuity Payments
7.4. Review of Present and Future Value Equivalence
7.5. The Cash Flow Additivity Principle
Reading 7. Discounted Cash Flow Applications
Net Present Value and Internal Rate of Return
2.1. Net Present Value and the Net Present Value Rule
2.2. The Internal Rate of Return and the Internal Rate of Return Rule
2.3. Problems with the IRR Rule
Portfolio Return Measurement
3.1. Money-Weighted Rate of Return
3.2. Time-Weighted Rate of Return
Money Market Yields
Reading 8. Statistical Concepts and Market Returns
Some Fundamental Concepts
2.1. The Nature of Statistics
2.2. Populations and Samples
2.3. Measurement Scales
Summarizing Data Using Frequency Distributions
The Graphic Presentation of Data
4.1. The Histogram
4.2. The Frequency Polygon and the Cumulative Frequency Distribution
Measures of Central Tendency
5.1. The Arithmetic Mean
5.1.1. The Population Mean
5.1.2. The Sample Mean
5.1.3. Properties of the Arithmetic Mean
5.2. The Median
5.3. The Mode
5.4. Other Concepts of Mean
5.1.3. Properties of the Arithmetic Mean
5.4.2. The Geometric Mean
5.4.3. The Harmonic Mean
Other Measures of Location: Quantiles
6.1. Quartiles, Quintiles, Deciles, and Percentiles
6.2. Quantiles in Investment Practice
Measures of Dispersion
7.1. The Range
7.2. The Mean Absolute Deviation
7.3. Population Variance and Population Standard Deviation
7.4. Sample Variance and Sample Standard Deviation
7.5. Semivariance, Semideviation, and Related Concepts
7.6. Chebyshev’s Inequality
7.7. Coefficient of Variation
7.8. The Sharpe Ratio
Symmetry and Skewness in Return Distributions
Kurtosis in Return Distributions
Using Geometric and Arithmetic Means
Reading 9. Probability Concepts
Probability, Expected Value, and Variance
Portfolio Expected Return and Variance of Return
Topics in Probability
4.1. Bayes’ Formula
4.2. Principles of Counting
Application
Reading 10. Common Probability Distributions
Discrete Random Variables
2.1. The Discrete Uniform Distribution
2.2. The Binomial Distribution
Continuous Random Variables
3.1. Continuous Uniform Distribution
3.2. The Normal Distribution
3.3. Applications of the Normal Distribution
3.4. The Lognormal Distribution
Monte Carlo Simulation
Reading 11. Sampling and Estimation
Sampling
2.1. Simple Random Sampling
2.1. Simple Random Sampling
2.3. Time-Series and Cross-Sectional Data
Distribution of the Sample Mean
3.1. The Central Limit Theorem
Point and Interval Estimates of the Population Mean
4.1. Point Estimators
4.2. Confidence Intervals for the Population Mean
4.3. Selection of Sample Size
More on Sampling
5.1. Data-Mining Bias
5.2. Sample Selection Bias
5.3. Look-Ahead Bias
5.4. Time-Period Bias
Reading 12. Hypothesis Testing
Hypothesis Testing
Hypothesis Tests Concerning the Mean
3.1. Tests Concerning a Single Mean
3.2. Tests Concerning Differences between Means
3.3. Tests Concerning Mean Differences
Hypothesis Tests Concerning Variance
4.1. Tests Concerning a Single Variance
4.2. Tests Concerning the Equality (Inequality) of Two Variances
Other Issues: Nonparametric Inference
5.1. Tests Concerning Correlation: The Spearman Rank Correlation Coefficient
5.2. Nonparametric Inference: Summary
Reading 13. Technical Analysis
Technical Analysis: Definition and Scope
2.1. Principles and Assumptions
2.2. Technical and Fundamental Analysis
Technical Analysis Tools
3.1. Charts
3.2. Trend
3.3. Chart Patterns
3.3. Chart Patterns
3.5. Cycles
Elliott Wave Theory
Intermarket Analysis