数量分析重点.ppt

文档介绍：NPV
IRR
银行折扣率
货币市场收益率
持有期收益率
有效年利率
时间加权收益率
Type I error: reject the null hypothesis when it’s actually true 拒真
Type II error: fail to reject the null hypothesis when it’s actually false 取伪
a known population variance---Z分布表;
an unknown population variance and the sample size is small---T分布表;
an unknown population variance and the sample size is large.---Z和T都能用
Chebyshev’s Inequality 契比雪夫不等式
Sharpe Ratio 夏普比率
Coefficient of Variation (CV)相对离散
数量分析重点
FV1 = (1+i)PV
Skewness 偏度
Odds (赔率)
P(E)/(1-P(E))
Mean absolute deviation (MAD)
平均绝对离散