Quantitative Investment Analysis

Richard A. Defusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle - Collection CFA Investment

566 pages, parution le 13/03/2007 (2^eme édition)

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Résumé

In the Second Edition of Quantitative Investment Analysis, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle outline the tools and techniques needed to understand and apply quantitative methods to today's investment process.

Now, in Quantitative Investment Analysis Workbook, Second Edition, they offer you a wealth of practical information and exercises that will further enhance your understanding of this discipline. This essential study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.

If you're looking to successfully navigate today's dynamic investment environment, the lessons found within these pages can show you how. Topics reviewed include

The time value of money
Discounted cash flow
Probability distributions
Sampling and estimation
Hypothesis testing
Multiple regression
Time-series analysis
And much more

L'auteur - Richard A. Defusco

RICHARD A. DEFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln (UNL). He earned his CFA charter in 1999. DeFusco is a member of the Omaha-Lincoln Society of Financial Analysts, and completed his bachelor's degree in management science at the University of Rhode Island and doctoral degree in finance at the University of Tennessee-Knoxville.

L'auteur - Dennis W. McLeavey

Dennis W. McLeavey, CFA, is Head of Professional Development Products at CFA Institute. During his twenty-five year academic career, he has taught at The University of Western Ontario, the University of Connecticut, the University of Rhode Island (where he founded a student-managed fund), and Babson College. McLeavey completed a doctorate in production management and industrial engineering at Indiana University in 1972, and earned his CFA charter in 1990.

L'auteur - David E. Runkle

Runkle, CFA, is Vice President and Research Manager at U.S. Bancorp Piper Jaffray. He has been an adjunct professor of finance in the Carlson School of Management at the University of Minnesota since 1989. Runkle received a BA in economics from Carleton College and a PhD in economics from MIT.

Sommaire

The Time Value of Money.
Discounted Cash Flow Applications.
Statistical Concepts and Market Returns.
Probability Concepts.
Common Probability Distributions.
Sampling and Estimation.
Hypothesis Testing.
Correlation and Regression.
Multiple Regression and Issues in Regression Analysis.
Time-Series Analysis.
Portfolio Concepts.

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Richard A. Defusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
Collection	CFA Investment
Parution	13/03/2007
Édition	2^eme édition
Nb. de pages	566
Format	18,5 x 26
Couverture	Relié
Poids	1160g
Intérieur	Noir et Blanc
EAN13	9780470052204
ISBN13	978-0-470-05220-4