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Produktbild: Alternative Investments - CAIA Level I, Fourth Edition
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Alternative Investments - CAIA Level I, Fourth Edition CAIA Level I

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

24.03.2020

Verlag

John Wiley & Sons Inc

Seitenzahl

928

Maße (L/B/H)

26,1/18,4/5,8 cm

Gewicht

1845 g

Auflage

4. Auflage

Sprache

Englisch

ISBN

978-1-119-60414-3

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

24.03.2020

Verlag

John Wiley & Sons Inc

Seitenzahl

928

Maße (L/B/H)

26,1/18,4/5,8 cm

Gewicht

1845 g

Auflage

4. Auflage

Sprache

Englisch

ISBN

978-1-119-60414-3

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Wiley & Sons
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  • Produktbild: Alternative Investments - CAIA Level I, Fourth Edition
  • Preface xxxiii
     
    Acknowledgments xxxvii
     
    About the Authors xli
     
    Part 1 Introduction to Alternative Investments
     
    Chapter 1 What is an Alternative Investment? 3
     
    1.1 Alternative Investments by Exclusion 3
     
    1.2 Alternative Investments by Inclusion 4
     
    1.3 The Blurred Lines between Traditional and Alternative Investments 8
     
    1.4 A History of Alternative Investing: The U.S. Case 10
     
    1.5 Investments are Distinguished by Return Characteristics 11
     
    1.6 Investments are Distinguished by Methods of Analysis 14
     
    1.7 Eight Other Characteristics that Distinguish Alternative and Traditional Investments 16
     
    1.8 Five Goals of Alternative Investing 18
     
    1.9 Two Pillars of Alternative Investment Management 20
     
    1.10 Overview of This Book 22
     
    Review Questions 23
     
    Chapter 2 The Environment of Alternative Investments 25
     
    2.1 The Participants 25
     
    2.2 Alternative Investment Structures 33
     
    2.3 Key Features of Fund Structures 36
     
    2.4 Financial Markets 40
     
    2.5 Regulatory Environment 42
     
    2.6 Liquid Alternative Investments 43
     
    2.7 Taxation 47
     
    2.8 Short Selling 49
     
    Review Questions 52
     
    Notes 53
     
    Chapter 3 Quantitative Foundations 55
     
    3.1 Return and Rate Mathematics 55
     
    3.2 Returns Based on Notional Principal 57
     
    3.3 Internal Rate of Return 60
     
    3.4 Problems with Internal Rate of Return 64
     
    3.5 Other Performance Measures 73
     
    3.6 Illiquidity, Accounting Conservatism, IRR, and the J-Curve 75
     
    3.7 Distribution of Cash Waterfall 77
     
    Review Questions 85
     
    Note 86
     
    Chapter 4 Statistical Foundations 87
     
    4.1 Return Distributions 87
     
    4.2 Moments of the Distribution: Mean, Variance, Skewness, and Kurtosis 90
     
    4.3 Covariance, Correlation, Beta, and Autocorrelation 94
     
    4.4 Interpreting Standard Deviation and Variance 104
     
    4.5 Testing for Normality 111
     
    4.6 Time-Series Return Volatility Models 114
     
    Review Questions 116
     
    Chapter 5 Foundations of Financial Economics 117
     
    5.1 Informational Market Efficiency 117
     
    5.2 The Time Value of Money, Prices, and Rates 122
     
    5.3 The Three Primary Theories of the Term Structure of Interest Rates 127
     
    5.4 Forward Interest Rates 129
     
    5.5 Arbitrage-Free Models 131
     
    5.6 Binomial Tree Models 134
     
    5.7 Single-Factor Default-Free Bond Models 137
     
    5.8 Single-Factor Equity Pricing Models 143
     
    Review Questions 148
     
    Note 149
     
    Chapter 6 Derivatives and Risk-Neutral Valuation 151
     
    6.1 Foundations of Forward Contracts 151
     
    6.2 Forward Contracts on Rates 155
     
    6.3 Forward Contracts on Equities 157
     
    6.4 Forward Contracts on Assets with Benefits and Costs of Carry 165
     
    6.5 Forward Contracts Versus Futures Contracts 171
     
    6.6 Managing Long-Term Futures Exposures 178
     
    6.7 Option Exposures 180
     
    6.8 Option Pricing Models 186
     
    6.9 Option Sensitivities 188
     
    Review Questions 190
     
    Notes 191
     
    Chapter 7 Measures of Risk and Performance 193
     
    7.1 Measures of Risk 193
     
    7.2 Estimating Value at Risk (VaR) 198
     
    7.3 Benchmarking and Performance Attribution 203
     
    7.4 Ratio-Based Performance Measures 204
     
    7.5 Risk-Adjusted Return Measures 210
     
    Review Questions 214
     
    Notes 214
     
    Chapter 8 Alpha, Beta, and Hypothesis Testing 215
     
    8.1 Overview of Beta and Alpha 215
     
    8