Quantitative Investment Analysis Workbook / Edition 2

Paperback (Print)
Rent
Rent from BN.com
$11.20
(Save 75%)
Est. Return Date: 10/27/2014
Used and New from Other Sellers
Used and New from Other Sellers
from $12.99
Usually ships in 1-2 business days
(Save 71%)
Other sellers (Paperback)
  • All (11) from $12.99   
  • New (6) from $25.97   
  • Used (5) from $17.00   

Overview

In Quantitative Investment Analysis Workbook, Second Edition, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle 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.

Read More Show Less

Product Details

  • ISBN-13: 9780470069189
  • Publisher: Wiley
  • Publication date: 1/16/2007
  • Series: CFA Institute Investment Series , #1
  • Edition description: Revised Edition
  • Edition number: 2
  • Pages: 216
  • Sales rank: 420,097
  • Product dimensions: 7.00 (w) x 10.00 (h) x 0.55 (d)

Meet the Author

RICHARD A. DeFUSCO, CFA, is an Associate Professor of Finance at the University of Nebraska-Lincoln. DeFusco 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. He earned his CFA charter in 1999.

DENNIS W. McLEAVEY, CFA, is Head of Professional Development Products at CFA Institute. McLeavey completed a doctorate in production management and industrial engineering at Indiana University in 1972, and earned his CFA charter in 1990.

JERALD E. PINTO, CFA, is Director in the CFA and CIPM Programs Division at CFA Institute. Before coming to CFA Institute in 2002, he consulted in investment planning, portfolio analysis, and quantitative analysis. He holds an MBA from Baruch College and a PhD in finance from the Stern School. Pinto earned his CFA charter in 1992.

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

Read More Show Less

Table of Contents

PART 1 Learning Outcomes, Summary Overview, and Problems

CHAPTER 1 The Time Value of Money 3

Learning Outcomes 3

Summary Overview 3

Problems 4

CHAPTER 2 Discounted Cash Flow Applications 7

Learning Outcomes 7

Summary Overview 7

Problems 8

CHAPTER 3 Statistical Concepts andMarket Returns 11

Learning Outcomes 11

Summary Overview 11

Problems 13

CHAPTER 4 Probability Concepts 21

Learning Outcomes 21

Summary Overview 21

Problems 23

CHAPTER 5 Common Probability Distributions 29

Learning Outcomes 29

Summary Overview 30

Problems 31

CHAPTER 6 Sampling and Estimation 37

Learning Outcomes 37

Summary Overview 37

Problems 39

CHAPTER 7 Hypothesis Testing 43

Learning Outcomes 43

Summary Overview 44

Problems 46

CHAPTER 8 Correlation and Regression 53

Learning Outcomes 53

Summary Overview 53

Problems 55

CHAPTER 9 Multiple Regression and Issues in Regression Analysis 67

Learning Outcomes 67

Summary Overview 68

Problems 70

CHAPTER 10 Time-Series Analysis 83

Learning Outcomes 83

Summary Overview 84

Problems 85

CHAPTER 11 Portfolio Concepts 97

Learning Outcomes 97

Summary Overview 98

Problems 102

PART 2 Solutions

CHAPTER 1 The Time Value of Money 111

Solutions 111

CHAPTER 2 Discounted Cash Flow Applications 129

Solutions 129

CHAPTER 3 Statistical Concepts andMarket Returns 135

Solutions 135

CHAPTER 4 Probability Concepts 149

Solutions 149

CHAPTER 5 Common Probability Distributions 155

Solutions 155

CHAPTER 6 Sampling and Estimation 161

Solutions 161

CHAPTER 7 Hypothesis Testing 167

Solutions 167

CHAPTER 8 Correlation and Regression 175

Solutions 175

CHAPTER 9 Multiple Regression and Issues in Regression Analysis 185

Solutions 185

CHAPTER 10 Time-Series Analysis 193

Solutions 193

CHAPTER 11 Portfolio Concepts 199

Solutions 199

About the CFA Program 205

Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)