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Caia Level 1

Caia Level 1 Formulas

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Über diese Lernkartei

This flashcard set covers advanced topics in finance, focusing on models, ratios, and portfolio management. It delves into key concepts like variance, deviation, and risk, along with asset valuation and pricing approaches. The set also explores bonds, options, and credit, incorporating the Fama-French model and binomial distributions. Ideal for finance professionals and students, it provides a comprehensive understanding of financial theories and practical applications, supported by visual aids.

Karten

Lernende

Sprache

Englisch

Kategorie

Finanzen

Stufe

Andere

Erstellt / Aktualisiert

10.02.2016 / 14.08.2022

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return on equity:

single factor model:

sources of fund return and risk:

put call parity:

leverage ratio:

simple linear regression based on CAPM:

multi-factor regression model:

Fama-French 3-factor model:

expected return for 2-asset portfolio:

variance of 2-asset portfolio:

portfolio standard deviation:

expected return for 3-asset portfolio:

generalized portfolio expected return:

generalized portfolio variance:

hurdle rate:

marginal risk contribution:

total portfolio risk:

volatility-based weights:

notional futures contract value for hedging:

number of futures contract needed to hedge:

Simple interest

Tastatur-Befehle:

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Geometric mean return using simple interest rates:

Tastatur-Befehle:

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Geometric mean return using continuously compounded rates:

Tastatur-Befehle:

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Arithmetic mean log return:

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Mean of the distribution:

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Variance of the distribution:

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Sample mean:

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Sample Variance:

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Sample standard deviation:

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Skewness of the distribution:

Tastatur-Befehle:

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Kurtosis of the distribution:

Variance of a 2-asset portfolio:

Target semi-standard deviation:

Target semi-variance:

semi-standard deviation:

semi-variance:

tracking error:

ARCH model variance forecast:

GARCH variance forecast:

ex ante asset pricing model:

1 / 98

Lernkarten

sources of fund return and risk:

put call parity:

leverage ratio:

simple linear regression based on CAPM:

multi-factor regression model:

Fama-French 3-factor model:

expected return for 2-asset portfolio:

variance of 2-asset portfolio:

portfolio standard deviation:

expected return for 3-asset portfolio:

generalized portfolio expected return:

generalized portfolio variance:

hurdle rate:

marginal risk contribution:

total portfolio risk:

volatility-based weights:

notional futures contract value for hedging:

number of futures contract needed to hedge:

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