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Caia Level 1

Caia Level 1 Formulas

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D. Z.

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D. Z.

About these flashcards

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.

Flashcards

Students

Language

English

Category

Finance

Level

Other

Created / Updated

10.02.2016 / 14.08.2022

Similar cards

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

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Geometric mean return using simple interest rates:

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Geometric mean return using continuously compounded rates:

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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:

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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:

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Flashcards

loan-to-value ratio:

interest cover ratio:

debt service coverage ratio:

fixed charges ratio:

DCF income approach:

annual fee:

incentive fee payout:

incentive fee call option value:

simple moving average:

weighted moving average:

relative strenght index:

convertible bond value:

option strike price:

conversion value:

conversion premium:

variance notional value:

variance swap payoff (variance given):

standardized unexpected earnings:

information ratio:

Estimating the standard deviation of a hedge fund portfolio:

Cost of carry relationship:

forward price of a financial asset:

forward price of a physical asset:

commodity forward price inequality:

forward basis:

calendar spread:

roll yield:

LBO return:

Merton Modell payoffs:

bond value using Merton Model:

risk-neutral pricing approach:

binomial approach put option value:

binomial approach bond value:

binomial model credit spread:

expected credit loss:

probability of bond default:

approximate probability of bond default:

credit put option payout:

return on equity:

single factor model:

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