[分享]Preview of L1 Quantitative Tools（34页）

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

提纲式的。去Mercer面试前弄的，对大牛们不太有用，对想翻一翻快速知道个大概的人应该还好.

189380.pdf (549.41 KB)

2008-1-19 09:45:00 上传

[分享]Preview of L1 Quantitative Tools（34页）

如：
Chapter 1.The Time Value of Money

(1) Required rate of return on a security
Required rate = nominal risk-free rate a+ all kinds of premiumsb
a nominal risk-free rate= real risk-free rate + expected inflation rate
b Default risk premium + Liquidity premium + maturity risk premium …

(2) PV of perpetuity=fixed payment/rate=PMT/(I/Y)

(3) FV and PV calculations~ 考試要點：
a. 注意是Ordinary annuity or Annuity-due [BGN] modes
b. 畫圖 time-line table
Example: (Calculation of N)
How many $100 end-of-year payment has to be made to accumulate $920 if the discount rate is 9%?
Sol: I/Y=9; FV=920; PMT=-100; CPT N=6.99 7years

(4)Amortization
...

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Quantitative QUANTITATIV Preview Review Tools 分享 Tools Quantitative Preview

谢谢。。。。

谢谢！