'Security returns' diaporamas de présentation

Security returns - PowerPoint PPT Presentation

Financial Engineering

Financial Engineering

Financial Engineering. Security Returns: The importance of volatility Portfolio Returns: The case for diversification Efficient Portfolios and mean variance analysis The case for Index Funds Futures and Options Derivative Security Pricing: Black-Scholes Using Options as a Hedging Tool

★ ★ ★ ★ ★

490 views • 47 slides
Lecture 8

Lecture 8

Lecture 8. Capital Asset Pricing Model and Single-Factor Models. Outline. Beta as a measure of risk. Original CAPM. Efficient set mathematics. Zero-Beta CAPM. Testing the CAPM. Single-factor models. Estimating beta. Beta.

★ ★ ★ ★ ★

647 views • 38 slides
Lecture 8

Lecture 8

Lecture 8. Capital Asset Pricing Model and Single-Factor Models. Outline. Beta as a measure of risk. Original CAPM. Efficient set mathematics. Zero-Beta CAPM. Testing the CAPM. Single-factor models. Estimating beta. Beta.

★ ★ ★ ★ ★

594 views • 38 slides
Lecture 12

Lecture 12

Lecture 12. Arbitrage Pricing Theory. Pure Arbitrage. A pure (or risk-free) arbitrage opportunity exists when an investor can construct a zero-investment portfolio that yields a sure profit. Zero-investment means that the investor does not have to use any of his or her own money.

★ ★ ★ ★ ★

401 views • 29 slides
Capsules and Comments: Briloff and the Capital Markets

Capsules and Comments: Briloff and the Capital Markets

Capsules and Comments: Briloff and the Capital Markets. Elizabeth Edward Hassan Raza Rony Suthermaraj Geoffrey Smith. Intro. Abraham Briloff is a well-known accountant that is noted for being critical of the accounting methods of companies

★ ★ ★ ★ ★

398 views • 26 slides
Quality of Earnings and Earnings Management

Quality of Earnings and Earnings Management

Quality of Earnings and Earnings Management. How to define earnings quality? refers to understanding the economic substance of a transaction, then reflecting it properly in the books and records of the company;

★ ★ ★ ★ ★

374 views • 17 slides
I Probability Distributions

I Probability Distributions

I Probability Distributions. II Security Expected Returns. E(R A ) = 12 (.30) + 10 (.40) + 8 (.30) = 3.6 + 4.0 + 2.4 = 10% E(R B ) = 14 (.30) + 20 (.40) + 26 (.30) = 4.2 + 8.0 + 7.8 = 20%.

★ ★ ★ ★ ★

157 views • 7 slides

View Security returns PowerPoint (PPT) presentations online in SlideServe. SlideServe has a very huge collection of Security returns PowerPoint presentations. You can view or download Security returns presentations for your school assignment or business presentation. Browse for the presentations on every topic that you want.