Quantitative Investment Analysis

ISBN-13: 9781119743620 / Angielski / Twarda / 2020 / 944 str.

CFA Institute

Spis treści

PrefaceAcknowledgementsAbout the CFA Institute Investment SeriesChapter 1: The Time Value of MoneyChapter 2: Organizing, Visualizing, and Describing DataChapter 3: Probability ConceptsChapter 4: Common Probability DistributionsChapter 5: Sampling and EstimationChapter 6: Hypothesis TestingChapter 7: Introduction to Linear RegressionChapter 8: Multiple RegressionChapter 9: Time-Series AnalysisChapter 10: Machine LearningChapter 11: Big Data ProjectsChapter 12: Using Multifactor ModelsChapter 13: Measuring and Managing Market RiskChapter 14: Backtesting and SimulationAppendicesGlossaryAbout the AuthorsAbout the CFA ProgramIndex

O autorze

CFA Institute is the global association of investment professionals that sets the standard for professional excellence and credentials. The organization is a champion for ethical behavior in investment markets and a respected source of knowledge in the global financial community. The end goal: to create an environment where investors' interests come first, markets function at their best, and economies grow. CFA Institute has more than 155,000 members in 165 countries and territories, including 150,000 CFA(r) charterholders, and 148 member societies. For more information, visit www.cfainstitute.org.