Quant for Finance Discussion Sessions (for IIBF Exams) : Discussion Moderated by shivgan3@yahoo.com
I am not a teacher of this subject, this series for the mutual discussion. In fact I am looking for some teacher to moderate these sessions Quant for Finance Discussion Sessions (for IIBF Exams) http://www.freegregmatclass.com/
http://onlineclasses.nanotechbiz.org/ Guest Series Class 1 on “Quantitative Techniques for Business and Finance” (Also helpful for CFA USA Exam)
Content : Content Introduction to this session
Time Value of money
Differential Calculus
Statistical Measures
Probability Theory
References (Also helpful for CFA USA Exam)
Introduction : Introduction Class for BIIF Quantitative Methods for Banking and Finance
In Depth discussion of the area
Text: Quantitative method for Banking and Finance; A S Ramasastri; Macmillian
http://www.investopedia.com
Exam Date 12 June 2011
About the Moderator : About the Moderator Myself (Shivgan Joshi) is to moderate the class until we get an expert to moderate these sessions
We invite learned people to moderate / chair the discussion sessions; if you are one please email at shivgan3@yahoo.com
My forte is Engineering Maths and not finance so don’t expect a lot from me for this class
Time value of money (Study session 2) : Time value of money (Study session 2) Project Evaluation
Bond Evaluation
Interest Rate risk
Project Evaluation : Project Evaluation Cash flows(CFA reading 34): Inflows and outflows
NPV values (session #2) (reading 44)
Methods to calculate cash flows
Bond valuation (study session 16) http://www.investopedia.com/study-guide/cfa-exam/level-1/corporate-finance/cfa11.asp http://www.investopedia.com/study-guide/cfa-exam/level-1/fixed-income/cfa34.asp
Bond Evaluation : Bond Evaluation IIR
YTM bonds
ZCB
(CFA study session 16)
Interest Rate Risk : Interest Rate Risk Weighted Average (study session 16, a little bit 15)
Differential Calculus : Differential Calculus Concepts
Maths
Application:
Modified Duration
Average and Marginal Cost
Elasticity
Optimization
Modified Duration : Modified Duration Price of Bond
Rate of change of Price with respect to yield
Average and Marginal Cost : Average and Marginal Cost Derivatives (CFA study session 17)
Elasticity : Elasticity Derivatives
Optimization : Optimization Revenue optimization
Statistical Measures : Statistical Measures Concepts
Application
Expected Return
Average of Ratios
Risk
Average Growth Rate
Portfolio diversification
Beta
Performance Evaluation
Expected Return : Expected Return Stock
Expected return of stock http://www.investopedia.com/study-guide/cfa-exam/level-1/corporate-finance/cfa12.asp
Average of Ratios : Average of Ratios Swaps Ratios (reading session 17, reading 63)
In Mergers http://www.investopedia.com/study-guide/cfa-exam/level-1/derivatives/cfa8.asp
Risk : Risk Return of Stock
Standard deviation and measurement of Risk
In a way this is application of Statistics
Risk in study session 14 http://www.investopedia.com/study-guide/cfa-exam/level-1/quantitative-methods/cfa10.asp
Average Growth Rate : Average Growth Rate
Portfolio diversification : Portfolio diversification Portfolio Management (study session 18) http://www.investopedia.com/study-guide/cfa-exam/level-1/portfolio-management/default.asp
Beta : Beta Beta of stock CFA (study session 3) http://www.investopedia.com/study-guide/cfa-exam/level-1/corporate-finance/cfa18.asp
Performance Evaluation : Performance Evaluation CFA session 17 http://www.investopedia.com/terms/s/sharperatio.asp http://www.investopedia.com/articles/08/performance-measure.asp
Probability Distribution : Probability Distribution Binomial
Passions
Normal
Probability theory : Probability theory Concepts
Application
Credit Risk
Value at Risk
Optimization Valuation
Credit Risk : Credit Risk Basel 2 norms
Three risk: credit, market & operational
Home loan
Credit Rating
Study session 14 CFA http://www.investopedia.com/study-guide/cfa-exam/level-1/fixed-income/cfa12.asp
Value at Risk : Value at Risk Portfolio
Study session 14 http://www.investopedia.com/articles/04/092904.asp
Optimization Valuation : Optimization Valuation Derivatives
CFA study Session 10 http://www.investopedia.com/exam-guide/cfa-level-1/derivatives/exchange-traded-options.asp
References : References Quantitative method for Banking and Finance; A S Ramasastri; Macmillan India
http://www.investopedia.com/