Time Value of Money
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Introduction to Time Value of Money
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Interest Rates
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Interest Rate Equation
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Effective Annual Rate
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Time Value of Money for Different Compounding Frequencies
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Future Value and Present Value of a Single Cash Flow
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Future Value and Present value of Annuities
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Calculating Present Value and Future Value of Annuities with Different Compounding Frequencies
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Using a Timeline
Discounted Cash Flow Applications
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Net Present Value (NPV) and Internal Rate of Return (IRR)
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Conflict Between NPV and IRR (And Problem with IRR)
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Holding Period Return (Total Return)
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Money-weighted and Time-weighted Rates of Return of a Portfolio
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Annualized Returns
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Yield Measures for Money Market Instruments
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Convert One Yield to Another
Statistical Concepts
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Descriptive Vs. Inferential Statistics
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Types of Measurement Scales
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Parameter, Sample Statistic, and Frequency Distribution
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Relative Frequencies and Cumulative Relative Frequencies
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Properties of a Data Set (Histogram / Frequency Polygon)
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Measures of Central Tendency - Arithmetic Mean
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Weighted Average Mean
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Geometric Mean
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Harmonic Mean
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Median and Mode
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Quartiles, Quintiles, Deciles, and Percentiles
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Range, Mean Absolute Deviation, Variance, Standard Deviation
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Chebyshev’s Inequality
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Coefficient of Variation and Sharpe Ratio
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Skewness
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Relative Locations of Mean, Median and Mode
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Sample Skewness and Kurtosis
Probability Concepts
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Basic Terminology
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Two Defining Properties of Probability
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Empirical, Subjective and Priori Probability
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Probability of an Event as Odds
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Unconditional and Conditional Probabilities
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Multiplication, Addition and Total Probability Rules
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Joint Probabilities
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Dependent Vs. Independent Events
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Unconditional Probability Using the Total Probability Rule
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Expected Value
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Conditional Expected Values
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Variance and Standard Deviation
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Covariance and Correlation
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Expected Value, Variance, and Standard Deviation of a Portfolio
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Variance and Standard Deviation of a Portfolio
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Bayes’ Theorem
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Counting Problems
Sampling And Estimation
Common Probability Distributions
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Probability Distribution, Discrete and Continuous Random Variables
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Discrete Uniform Random Variable
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Bernoulli and Binomial Distribution
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Stock Price Movement Using a Binomial Tree
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Tracking Error
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Continuous Uniform Distribution
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Normal Distribution
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Univariate Vs. Multivariate Distribution
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Confidence Intervals for a Normal Distribution
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Standard Normal Distribution
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Short-fall Risk and Safety-First Ratio
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Lognormal Distribution and Stock Prices
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Rate of Returns
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Monte Carlo Simulation
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Historical Simulation Simulation Vs Monte Carlo
