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Carlene McInally
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Decks in this class (15)
General
What is the expansion for e x,
What is the mean and variance of ...,
What is the variance formula with...
16
cards
Chapter 1 - The Efficient Market Hypothesis
What are the three forms of the emh,
What does the weak form of emh imply,
What does the semi strong form of...
26
cards
Chapter 2 - Utility Theory
Define utility,
What is the utility theorem,
How would you find the proportion...
27
cards
Chapter 3 - Measures of Investment Risk
What do we use as measure of inve...,
What is the formula for the varia...,
Define skewness
20
cards
Chapter 4 - Portfolio Theory
What does mpt stand for,
What does the mpt assume about wh...,
What is mpt used for
23
cards
Chapter 5 - Model of Asset Returns
Define a multifactor model,
What are the l factors in the mul...,
What is a_i and c_i in the multif...
18
cards
Chapter 6 - Asset Pricing Models (CAPM)
What does the capm model tell us,
What are the additional assumptio...,
What does it mean to have a perfe...
21
cards
Chapter 7 - Brownian Motion and Martingales
What is a stochastic process,
What is the definition of standar...,
What is a martingale
18
cards
Chapter 8 - Stochastic Calculus & Ito Processes
What is an ito process,
What is ito s lemma used for,
In the equation dx u dt o dw what...
12
cards
Chapter 9 - Discrete/Continuous Lognormal Model
What are the 7 main defects of th...
1
cards
Chapter 10 - Characteristics Of Derivative Securities
What does put call parity state,
What happens if put call parity i...,
Fill in the blank if put call par...
14
cards
Chapter 11 - The Greeks
What are the greeks used for,
Define the greek delta,
Define the greek gamma
8
cards
Chapter 12 - The Binomial Model
What is the binominal model used for,
What are the 5 assumptions of the...,
What is the expected return of th...
12
cards
Chapter 13 - The Black Scholes Option Pricing Formula
What is the purpose of the black ...,
What is the stochastic differenti...,
What are the constants and referr...
18
cards
Chapter 14 - The 5-Step Method
Define a self financing,
Define previsible,
What does is mean for an investme...
4
cards
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CM2
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