标题: Topics You're Banking on Not Being On Exam [打印本页] 作者: burning0spear 时间: 2011-7-11 19:50 标题: Topics You're Banking on Not Being On Exam
The things you're banking on not being on there, and if they are, you chalk one up for the bad guys. EDIT: For the record, I know many of these will be on there, but if I have to completely guess on like 30 questions, that's only 20 wrong.
For me:
Covariance of Joint Probability Function
Covariance of Portfolio with more than 1 risky asset
Most of hypothesis testing
Calculating Beta
CML Equation
Biases related to index weightings (just don't get the "downward bias" stuff)
Currency Swaps (I might be able to give it a go)
CMO and MBS stuff (always seem to get this question wrong)
Put-call parity
Other than those, I think I'm ok. What are yours?
Edited 1 time(s). Last edit at Friday, June 5, 2009 at 03:36PM by billy22g.作者: dece2011 时间: 2011-7-11 19:51
Hopefully not back to back P/BV questions like the CFAi mock... i don't recall calcing a single one of those throughout the entire Stalla / Schweser books/mocks.作者: Penny-wenny 时间: 2011-7-11 19:51
dhwit Wrote:
-------------------------------------------------------
> Hopefully not back to back P/BV questions like the
> CFAi mock... i don't recall calcing a single one
> of those throughout the entire Stalla / Schweser
> books/mocks.
No kidding, right!? Those were ridiculous. Hadn't seen anything like that throughout.作者: trogulj 时间: 2011-7-11 19:51
Hypothesis Testing - It's all backwards logic to me
Put-Call Parity - I get it but I don't get it
Chi-Squared F-Test - Those are sure fire misses作者: amqata 时间: 2011-7-11 19:51
Double Negatives in the Question
blah blah... is least likely to not... blah blah blah hopefully not too many confusing questions作者: jim8z3 时间: 2011-7-11 19:51
country risk premium,
Project Beta (PB= AB {1+ (1-t) d/e} from one to another
min and max value for European, Americal put call作者: Wasteoftime 时间: 2011-7-11 19:51
Ethics. I still don't understand why I can't trade on insider information! Gekko, you lied to me!作者: burnsy562000 时间: 2011-7-11 19:51
unleverge beta
and probablities作者: kd26gioi 时间: 2011-7-11 19:51
tfc Wrote:
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> country risk premium,
>
> Project Beta (PB= AB {1+ (1-t) d/e} from one to
> another
>
> min and max value for European, Americal put call
Did you use Schweser? I thought they explained the min/max for options very poorly.作者: JRossSter 时间: 2011-7-11 19:51
Bayes Theorem.作者: johnnyBuz 时间: 2011-7-11 19:51
yes, I did use the schweser,
Agree with the explanation.
All I get out of it, is how to compute the min and max value for both european/american.
other than that, I'm completely clueless.作者: draz 时间: 2011-7-11 19:51
put call parity NOT on the exam.... you've got high hopes作者: Finalnub 时间: 2011-7-11 19:51
well for me its more like those questions with effects on ratios due to capitalizing and expensing, financing or operating the lease...freaking mental trip!作者: Londonrocks 时间: 2011-7-11 19:51
Topics I expect not to be on the exam:
Ethics
Quantitative Methods
Economics
FRA
Equity
Fixed Income
Derivatives
Topics I expect to be heavily weighted on the exam:
corporate finance
AI
PM
Good thing I didn't study any of those crappy topics and spent all my time on AI, that's really going to drive it home for me.
(If you don't know i'm joking by now, you need a break).作者: scr879 时间: 2011-7-11 19:51
Swaps. I seem to have memorized alot of the equations i didnt initially get somehow. Im sure my brain made way for them by deleting historical sports scores, childhood memories, and names of family members from my brain.作者: Beatnik 时间: 2011-7-11 19:51
billy22g Wrote:
-------------------------------------------------------
> tfc Wrote:
> --------------------------------------------------
> -----
> > country risk premium,
> >
> > Project Beta (PB= AB {1+ (1-t) d/e} from one
> to
> > another
> >
> > min and max value for European, Americal put
> call
>
> Dude, CRP is VERY easy. Don't skip that one. If
> you know the CAPM, then just add CRP to the Market
> Risk Premium in the CAPM equation. So if the
> market risk premium is 5% and CRP is 3%, then it
> adjusts like this:
>
> E = RFR + B(8%)
>
> Or if instead they give you the market return and
> RFR, it looks like this:
>
> E = RFR + B(Em - RFR + CRP)
>
> Don't give away points on that.
Sometimes to calculate the country risk premium from sctratch they will give you the standard deviations of the foreign country's bond and stock markets.作者: kmf229 时间: 2011-7-11 19:51
DTL and DTA
Qualities of FS framework and all these words that you can use interchangeably... Consistent, Timeless, Transparent, Comprehensive, Relevant, Reliable, Comparable...
I know it's a big stretch, but I also hope there's no IFRS vs. GAAP.
