CFA II 考试公式大全 (WILEY’S CFA PROGRAM LEVEL II)

最新推荐文章于 2024-06-03 11:31:19 发布

rockingdingo

最新推荐文章于 2024-06-03 11:31:19 发布

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文章标签： Latex CFA Equation

版权声明：本文为博主原创文章，遵循 CC 4.0 BY-SA 版权协议，转载请附上原文出处链接和本声明。

本文链接：https://blog.csdn.net/rockingdingo/article/details/135184458

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WILEY’S CFA PROGRAM LEVEL II quicksheet, quantitative 和 economics部分

网址：http://deepnlp.org/blog/cfa-ii-quantitative-economics

公式目录:
1.QUANTITATIVE METHODS

1.1 LINEAR REGRESSION-Standard Error of the Estimate

$SEE = \frac{\sum^{n}_{i=1} (Y_{i}-\hat{b}_{0}-\hat{b}_{1}X_{i})^{2}}{n-2}$

LINEAR REGRESSION-Prediction Interval

$s^{2}_{f} = s^{2}(1 + \frac{1}{n} + \frac{X-\bar{X}^2}{(n-1) s^{2}_{x}}) \\\hat{Y} \pm t_{c}s_{f}$

1.2 MULTIPLE REGRESSION
MULTIPLE REGRESSION-Hypothesis Test

$\hat{b}_{j} \pm (t_{c} \times S_{b_{j}})$

1.3 MULTIPLE REGRESSION-F-stat

$\text{F-stat} = \frac{MSR}{MSE} = \frac{RSS/k}{SSE/(n-(k+1))}$

MULTIPLE REGRESSION-Coefficient of Determination
MULTIPLE REGRESSION-Adjusted R squared
TIME SERIES ANALYSIS-Linear trend model
TIME SERIES ANALYSIS-Log linear trend model
TIME SERIES ANALYSIS-Autoregressive (AR)
TIME SERIES ANALYSIS-t Test
TIME SERIES ANALYSIS-AR(1) Mean-reverting level
TIME SERIES ANALYSIS-Random walk
Machine Learning
Classification Evaluation
2.ECONOMICS
Exchange rate
Marking to market a position on a currency forward
Covered interest rate parity
Uncovered interest rate parity
Relative purchasing power parity
Fisher and international Fisher effects
FX carry trade
Mundell-Fleming model
3.ECONOMIC GROWTH
Growth accounting equation
Labor productivity growth accounting equation
Classical growth model (Malthusian model)
Neoclassical growth model (Solow’s model)
Endogenous growth model
Convergence
4.ECONOMICS OF REGULATION

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