Читать книгу The Investment Advisor Body of Knowledge + Test Bank - IMCA - Страница 30
CHAPTER 3
Statistics and Methods
Part V Mathematics and Statistics for Financial Risk Management: Hypothesis Testing and Confidence Intervals
ОглавлениеLearning Objectives
■ Review and calculate sample mean.
■ Review and calculate sample variance.
■ Explain the concept of confidence intervals and discuss the terms: t-distribution,t-statistic, and t-stat.
■ Discuss hypothesis testing and confirm or reject a hypothesis based on various confidence levels.
■ Discuss and calculate value-at-risk (VaR) and illustrate VaR graphically.
■ Describe back-testing.
■ Explain expected shortfall.
