Quantitative Investment Analysis, 2Nd Edition 9780470052204pdf/txt下载_在线阅读全文

内容简介

　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 tounderstand and apply quantitative methods to today′s investmentprocess. 　
　Now, in Quantitative Investment Analysis Workbook, SecondEdition, they offer you a wealth of practical information andexercises that will further enhance your understanding of thisdiscipline. This essential study guide––which parallels the mainbook chapter by chapter––contains challenging problems and acomplete set of solutions as well as concise learning outcomestatements and summary overviews.
　If you′re looking to successfully navigate today′s dynamicinvestment environment, the lessons found within these pages canshow you how. Topics reviewed include:
The time value of money
Discounted cash flow

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:
<ul>
<li>The time value of money</li>
<li>Discounted cash flow</li>
<li>Probability distributions</li>
<li>Sampling and estimation</li>
<li>Hypothesis testing</li>
<li>Multiple regression</li>
<li>Time–series analysis</li>
<li>And much more</li>
</ul>

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作者简介

RICHARD A. DEFUSCO, CFA, is an Associate Professor of Finance atthe University of Nebraska–Lincoln (UNL). He earned his CFA charterin 1999. DeFusco is a member of the Omaha–Lincoln Society ofFinancial Analysts, and completed his bachelor′s degree inmanagement science at the University of Rhode Island and doctoraldegree in finance at the University of Tennessee–Knoxville.
DENNIS W. MCLEAVEY, CFA, is Head of Professional DevelopmentProducts at CFA Institute. During his twenty–five year academiccareer, he has taught at The University of Western Ontario, theUniversity of Connecticut, the University of Rhode Island (where hefounded a student–managed fund), and Babson College. McLeaveycompleted a doctorate in production management and industrialengineering at Indiana University in 1972, and earned his CFAcharter in 1990.

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.
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.
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 to corporations, foundations, and partnerships in
investment planning, portfolio analysis, and quantitative analysis.
He has also worked in the investment and banking industries in New
York City and taught finance at New York University′s Stern School
of Business. He holds an MBA from Baruch College, a PhD in finance
from the Stern School, and earned his CFA charter in 1992.
DAVID E. 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.

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目　　录

Preface. Acknowledgements. Introduction. Chapter 1. The Time Value of Money. Chapter 2. Discounted Cash Flow Applications. Chapter 3. Statistical Concepts and Market Returns. Chapter 4. Probability Concepts. Chapter 5. Common Probability Distributions. Chapter 6. Sampling and Estimation. Chapter 7. Hypothesis Testing. Chapter 8. Correlation and Regression. Chapter 9. Multiple Regression and Issues in Regression Analysis. Chapter 10. Time-Series Analysis. Chapter 11. Portfolio Concepts. Appendices. References. Glossary. About the CFA Program. About the Authors. Index.

媒体评论

Praise for Quantitative Investment Analysis, Second Edition

"Quantitative Investment Analysis is an essential book for any serious investor in today's financial markets. Cogently written, the authors cover a robust array of quantitative methods in a straightforward and digestible style. This book should be on everyone's short list of necessary reading and reference."
—Gary P. Brinson, CFA, President, GP Brinson Investments

"This second Edition of Quantitative Investment Analysis provides a strong foundation for investment practitioners seeking benefit from the rigor and discipline of quantitative tools and analysis. An abundance of examples enhances the value of this essential text for non-classroom pedagogy."
—Brian Singer, CFA, UBS Global Asset Management

"Quantitative Investment Analysis gets to the heart of the matter. Crisp, well-written, and technically thorough, this book provides an excellent foundation for understanding the statistics and economics of portfolio management and asset pricing. It also provides a thorough review of the major asset pricing models widely used today."
—David Blackwell, Head and RepublicBank/James W. Aston Professor of Finance, Mays Business School, Texas A&M University

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Quantitative Investment Analysis, 2Nd Edition 9780470052204

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