Class 8: Chap 3 and Chap 4

17 Outubro 2016, 11:00 • Alexandra Bugalho de Moura

Chap 3: 

- Bayes' formula.

- Examples.

Chap 4:

- Discrete and continuous distributions.

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Class 8: Chap 3 and Chap 4

17 Outubro 2016, 09:30 • Alexandra Bugalho de Moura

Chap 3: Examples.

Chap 4:

- Discrete and continuous distributions.

- The log-normal distribution.

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A3

12 Outubro 2016, 18:00 • João Nicolau

    2.5.1 Range

    2.5.2 Variance and Standard Deviation

    2.5.3 Semivariance and Semideviation

    2.5.4 The Sharpe Ratio

    2.6 Symmetry and Skewness in Return Distribution

    2.7 Kurtosis in Return Distribution64

    3 Probability Concepts 69

    3.1 Probability, Expected Value and Variance

    3.2 Portfolio Expected Return and Variance of Return

    

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Class 7: Chap 3

12 Outubro 2016, 11:00 • Alexandra Bugalho de Moura

Total probability rule for expected value.

Joint probability functions.

Portfolio expected return and variance of return. Covariance and correlation.

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Class 7: Chap 3

12 Outubro 2016, 09:30 • Alexandra Bugalho de Moura

Total probability rule for expected value.

Joint probability functions.

Portfolio expected return and variance of return. Covariance and correlation.

Bayes' formula.

 

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