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Verlag: John Wiley & Sons Inc, 2015
ISBN 10: 1119003369ISBN 13: 9781119003366
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Buch
Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Verlag: Wiley, 2009
ISBN 10: 0470447028ISBN 13: 9780470447024
Anbieter: online-buch-de, Dozwil, Schweiz
Buch
Zustand: gebraucht; wie neu. praktisch wie ungebraucht.
Verlag: Wiley, 2020
ISBN 10: 1119604141ISBN 13: 9781119604143
Anbieter: Jasmin Berger, Sassnitz, Deutschland
Buch
Hardcover. Zustand: Gut. 4. Auflage. lternative Investments: CAIA Level I, 4th Edition is the curriculum book for the Chartered Alternative Investment Analyst (CAIA) Level I professional examination. Covering the fundamentals of the alternative investment space, this book helps you build a foundation in alternative investment markets. You'll look closely at the different types of hedge fund strategies and the range of statistics used to define investment performance as you gain a deep familiarity with alternative investment terms and develop the computational ability to solve investment problems. From strategy characteristics to portfolio management strategies, this book contains the core material you will need to succeed on the CAIA Level I exam. This updated fourth edition tracks to the latest version of the exam and is accompanied by the following ancillaries: a workbook, study guide, learning objectives, and an ethics handbook. Inhaltsverzeichnis Preface xxxiiiAcknowledgments xxxviiAbout the Authors xliPart 1 Introduction to Alternative InvestmentsChapter 1 What is an Alternative Investment? 31.1 Alternative Investments by Exclusion 31.2 Alternative Investments by Inclusion 41.3 The Blurred Lines between Traditional and Alternative Investments 81.4 A History of Alternative Investing: The U.S. Case 101.5 Investments are Distinguished by Return Characteristics 111.6 Investments are Distinguished by Methods of Analysis 141.7 Eight Other Characteristics that Distinguish Alternative and Traditional Investments 161.8 Five Goals of Alternative Investing 181.9 Two Pillars of Alternative Investment Management 201.10 Overview of This Book 22Review Questions 23Chapter 2 The Environment of Alternative Investments 252.1 The Participants 252.2 Alternative Investment Structures 332.3 Key Features of Fund Structures 362.4 Financial Markets 402.5 Regulatory Environment 422.6 Liquid Alternative Investments 432.7 Taxation 472.8 Short Selling 49Review Questions 52Notes 53Chapter 3 Quantitative Foundations 553.1 Return and Rate Mathematics 553.2 Returns Based on Notional Principal 573.3 Internal Rate of Return 603.4 Problems with Internal Rate of Return 643.5 Other Performance Measures 733.6 Illiquidity, Accounting Conservatism, IRR, and the J-Curve 753.7 Distribution of Cash Waterfall 77Review Questions 85Note 86Chapter 4 Statistical Foundations 874.1 Return Distributions 874.2 Moments of the Distribution: Mean, Variance, Skewness, and Kurtosis 904.3 Covariance, Correlation, Beta, and Autocorrelation 944.4 Interpreting Standard Deviation and Variance 1044.5 Testing for Normality 1114.6 Time-Series Return Volatility Models 114Review Questions 116Chapter 5 Foundations of Financial Economics 1175.1 Informational Market Efficiency 1175.2 The Time Value of Money, Prices, and Rates 1225.3 The Three Primary Theories of the Term Structure of Interest Rates 1275.4 Forward Interest Rates 1295.5 Arbitrage-Free Models 1315.6 Binomial Tree Models 1345.7 Single-Factor Default-Free Bond Models 1375.8 Single-Factor Equity Pricing Models 143Review Questions 148Note 149Chapter 6 Derivatives and Risk-Neutral Valuation 1516.1 Foundations of Forward Contracts 1516.2 Forward Contracts on Rates 1556.3 Forward Contracts on Equities 1576.4 Forward Contracts on Assets with Benefits and Costs of Carry 1656.5 Forward Contracts Versus Futures Contracts 1716.6 Managing Long-Term Futures Exposures 1786.7 Option Exposures 1806.8 Option Pricing Models 1866.9 Option Sensitivities 188Review Questions 190Notes 191Chapter 7 Measures of Risk and Performance 1937.1 Measures of Risk 1937.2 Estimating Value at Risk (VaR) 1987.3 Benchmarking and Performance Attribution 2037.4 Ratio-Based Performance Measures 2047.5 Risk-Adjusted Return Measures 210Review Questions 214Notes 214Chapter 8 Alpha, Beta, and Hypothesis Testing 2158.1 Overview of Beta and Alpha 2158.2 Ex Ante Versus Ex Post Alpha 2178.3 Single-Factor Models and Regression 2208.4 Inferring Ex Ante Alpha From Ex Post Alpha 2258.5 Return Attribution, Alpha, and B.
Verlag: John Wiley & Sons Inc, 2015
ISBN 10: 1119003369ISBN 13: 9781119003366
Anbieter: Buchpark, Trebbin, Deutschland
Buch
Zustand: Sehr gut. Zustand: Sehr gut - 3. Auflage. | Seiten: 960 | Sprache: Englisch.
Verlag: John Wiley & Sons Inc Okt 2020, 2020
ISBN 10: 1119651689ISBN 13: 9781119651680
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Buch. Zustand: Neu. Neuware.
Verlag: John Wiley & Sons Inc Mär 2020, 2020
ISBN 10: 1119604141ISBN 13: 9781119604143
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Buch. Zustand: Neu. Neuware - Alternative Investments: CAIA Level I, 4th Edition is the curriculum book for the Chartered Alternative Investment Analyst (CAIA) Level I professional examination. Covering the fundamentals of the alternative investment space, this book helps you build a foundation in alternative investment markets. You'll look closely at the different types of hedge fund strategies and the range of statistics used to define investment performance as you gain a deep familiarity with alternative investment terms and develop the computational ability to solve investment problems. From strategy characteristics to portfolio management strategies, this book contains the core material you will need to succeed on the CAIA Level I exam. This updated fourth edition tracks to the latest version of the exam and is accompanied by the following ancillaries: a workbook, study guide, learning objectives, and an ethics handbook.
Verlag: Wiley (edition 3), 2016
ISBN 10: 1119016398ISBN 13: 9781119016397
Anbieter: BooksRun, Philadelphia, PA, USA
Buch
Hardcover. Zustand: Fair. 3. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.
Verlag: WILEY, 2012
ISBN 10: 1118548841ISBN 13: 9781118548844
Anbieter: Buchpark, Trebbin, Deutschland
Buch
Zustand: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Außen: verschmutzt. | Seiten: 720.