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Caia Level 1

Caia Level 1 Formulas

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D. Z.

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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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= turn,

= for-/backward,

= scroll

Geometric mean return using simple interest rates:

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= turn,

= for-/backward,

= scroll

Geometric mean return using continuously compounded rates:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Arithmetic mean log return:

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= turn,

= for-/backward,

= scroll

Mean of the distribution:

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= turn,

= for-/backward,

= scroll

Variance of the distribution:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Sample mean:

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= turn,

= for-/backward,

= scroll

Sample Variance:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Sample standard deviation:

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= turn,

= for-/backward,

= scroll

Skewness of the distribution:

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= turn,

= for-/backward,

= scroll

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

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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Caia Level 1

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