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Scott Anderson
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Decks in this class (27)
2.3 - Quantitative Foundations
Simple interest,
Compounding returns,
Continuous compounding
8
cards
2.4 - Statistical Foundations
Variance,
Sample variance,
3rd central moment
12
cards
2.5 Measures of Risk and Performance
Semi variance,
Semi standard deviation,
Tracking error
17
cards
2.6 Foundations of Financial Economics
Capm,
Ex post capm,
Fama french 3 factor empirical model
19
cards
2.7 - Benchmarking and Performance Attribution
Ex ante capm,
Ex ante alpha,
Ex post capm
3
cards
2.8 - Alpha, Beta and Hypothesis Testing
Ex ante alpha,
Ex post alpha,
Calc of test statistic
5
cards
2.9 - Regression, Mulrivariate and Non-linear Methods
Linear capm based regression,
T statistic,
K factor regression
3
cards
3.1 - Natural Resources and Land
Option price relationship,
Current value of improved property,
Expected return on land
6
cards
3.2 - Commodity Forward Pricing
Cost of carry,
Forward pricing,
Basis forward contracts
6
cards
3.3 - Commodities: Applications and Evidence
Fully collateralized futures posi...,
Roll yield
2
cards
3.4 - Operationally Intensive Real Assets
Dcf ip valuation,
Value of ip investment time 0
2
cards
3.5 - Liquid & Fixed Income Real Estate
Monthly mortgage payment calc,
Monthly mortgage payment fin calc...,
Loan to value
7
cards
3.6 - Real Estate Equity Investment
Dcf analysis,
Noi
2
cards
4.1 - Structure of the Hedge Fund Industry
Incentive fee call option value,
5 classifications of hf strategies
2
cards
4.2 - Macro and Managed Futures Funds
Simple moving average,
Weighted moving average,
Exponential moving average
4
cards
4.5 - Equity Hedge Funds
Fundamental law of active managem...,
Floam information coefficient,
Floam information ratio
3
cards
4.3 - Event Driven Hedge Funds
Recovery value
1
cards
4.4 -Relative Value Hedge Funds
Convertible bond value,
Convertible bond option strike price,
Conversion value
7
cards
4.6 - Funds of Hedge Funds
Standard dev of portfolio
1
cards
5.1 - Intro to Private Equity
Closed end fund prices nav
1
cards
5.2 - Equity Forms of Private Equity
Lbo return
1
cards
5.3 - Debt Types of Private Equity
Required coupon rate
1
cards
6.1 - Introduction to Structuring
Put call parity,
Morton s structural model,
Unlevering firm equity volatility
3
cards
6.2 - Credit Risk & Credit Derivatives
Expected credit loss,
Risk neutral probability of defau...,
Risk neutral probability of defau...
4
cards
6.4 - Equity Linked Structured Products
Tax deferral wrappers,
Tax deferral w tax deduction,
Put call parity
3
cards
7.1 - Cases in Tail Events
Return on equity w leverage
1
cards
7.4 - Portfolio Mgmt, Alpha and Beta
Futures notional value for hedging,
Number of contracts required to h...
2
cards
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CAIA Formulas
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