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