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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
LINEAR REGRESSION-Prediction Interval
1.2 MULTIPLE REGRESSION
MULTIPLE REGRESSION-Hypothesis Test
1.3 MULTIPLE REGRESSION-F-stat
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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