Quantitative Method
- 최초 등록일
- 2012.11.21
- 최종 저작일
- 2012.03
- 6페이지/ 어도비 PDF
- 가격 1,500원
소개글
CFA LEVEL 1, Quant, Quantitative Method, 직접손으로 쓴 자료
목차
1. LOS5. The time value of Money
2. LOS6. Discounted cash flow application
3. LOS7. Statistical concepts & market Return
4. LOS8. Probability Concepts
5. LOS9. Common probability Distribution
6. LOS10. Sampling and Estimation
7. LOS11. Hypothesis testing
8. LOS12. Technical Analysis
본문내용
*Bias
-Data-mining bias : 과거의 Pattern이 우연히 맞음
과거자료 밖에 없다, 견제이론 부족
-Sample selecting bias : nonrandom -sample 선택시 모든 대칭적 data가 이용가능X
-Survivorship bias : the most common -only include funds currently in existence
-look-ahead bias : end of financial pericd까지
not available information
-Time-pericd bias : too short or too long
7. LOS11. Hypothesis testing
*procedure
1) state the hypothesis
2) seloct appropriate test statistic
3) state level of signification
4) decision rule regarding the hypothesis
5) calculate sample statistic
6) make a decision regarding hypothesis
7) Make a degision based on test
참고 자료
없음