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Quantitative Methods
1.1 Linear Regression Introduction
1.2 Goodness of Fit and Hypothesis Test
1.3 Predicting Dependent Variable and Functional Forms
2.1 Multiple Regression Introduction
2.2 Hypothesis Tests and Confidence Intervals
2.3 ANOVA and the Ftest
2.4 Coefficient of Determination and Adjusted Rsquared
2.5 Dummy Variables
2.6 Assumptions Heteroskedasticity
2.7 Serial Correlation
2.8 Multicollinearity
2.9 Model Misspecification and Qualitative Dependent Variables
3.1 Linear and Log linear Trend Models
3.2 Autoregressive Models AR
3.3 Random Walks and Unit Roots
3.4 Seasonality
3.5 ARCH and Multiple Time Series
4.1 Types of Learning and Overfitting Problems
4.2 Supervised Learning Algorithms
4.3 Unsupervised Learning Algorithms and Other Models
5.1 Data Analysis Steps
5.2 Data Exploration
5.3 Model Training and Evaluation
Economics
6.1 Forex quotes Spread and Triangular Arbitrage
6.2 Mark to Market Value and Parity Conditions
6.3 Exchange Rate Determinants Carry Trade and Central Bank Influence
7.1 Growth Factors and Production Function
7.2 Growth Accounting and Influencing Factors
7.3 Growth and Convergence Theories
8.1 Economics of Regulation
Financial Statement Analysis
9.1 Classifications
9.2 Investments in Financial Assets IFRS 9
9.3 Investment in Associates Equity Method Pt1
9.4 Investment in Associates Pt2
9.5 Business Combinations Balance sheet
9.6 Business Combinations Income Stmt
9.7 Business Combinations Goodwill
9.8 Joint Ventures
9.9 Special Purpose Entities
10.1 Types of plan
10.2 Defined Benefit Plans—Balance Sheet
10.3 Defined Benefit Plans, Part 1—Periodic Cost
10.4 Defined Benefit Plans, Part 2—Periodic Cost Example
10.5 Plan Assumptions
10.6 Analyst Adjustments
10.7 Share Based Compensation
11.1 Transaction Exposure
11.2 Translation
11.3 Temporal Method
11.4 Current Rate Method
11.5 Example
11.6 Ratios
11.7 Hyperinflation
11.8 Tax Sales Growth Financial Results
12.1 Financial Institutions
12.2 Capital Adequacy and Asset Quality
12.3 Management Capabilities and Earnings Quality
12.4 Liquidity Position and Sensitivity to Market Risk
12.5 Other factors
12.6 Insurance Companies
13.1 Quality of Financial Reports
13.2 Evaluating Earnings Quality Pt1
13.3 Evaluating Earnings Quality Pt2
13.4 Evaluating Cash Flow Quality
13.5 Evaluating Balance Sheet Quality
14.1 Framework for Analysis
14.2 Earnings Sources and Performance.
14.3 Asset Base and Capital Structure
14.4 Capital Allocation
14.5 Earnings Quality and Cash Flow Analysis
14.6 Market Value Decomposition
Corporate Issuers
15.1 Theories of Capital Structure
15.2 Factors Affecting Capital Structure
16.1 Theories of Dividend Policy
16.2 Stock Buybacks
17.1_Global Variations in Ownership Structures
17.2 Evaluating ESG Exposures
18.1 Merger Motivations
18.2 Defense Mechanisms and Antitrust
18.3 Target Company Valuation
18.4 Bid Evaluation
19.1 Cash Flow Estimation
19.2 Evaluation of Projects
19.3 Real Options and Pitfalls in Capital Budgeting
Equity Valuation
20.1 Equity Valuation Applications and Processes
21.1 Return Concepts
22.1 Forecasting Financial Statements
22.2 Competitive Analysis and Growth Rate
23.1 DDM Basics
23.2 Gordon Growth Model
23.3 Multiperiod Models
24.1 FCF Computation
24.2 Fixed and Working Capital Computation
24.3 Variations of Formulae
24.4 Example
24.5 FCF Other Aspects
25.1 PE Multiple
25.2 PB Multiple
25.3 PS and PCF Multiple
25.4 EV and Other Aspects
26.1 Residual Income Defined
26.2 Residual Income computation
26.3 Constant growth model for RI
26.4 Continuing RI
26.5 Strengths Weaknesses
27.1 Private Company Basics
27.2 Income Based Valuation
27.3 Market Based Valuation
27.4 Valuation Discounts
Fixed Income
28.1 Spot and Forward Rates Pt1
28.2 Spot and Forward Rates Pt2
28.3 Swap Rate Curve
28.4 Spread Measures
28.5 Term Structure Theory
28.6 Yield Curve Risks and Economic Factors
29.1 Binomial Trees Pt1
29.2 Binomial Trees Pt2
29.3 Interest Rate Models
30.1 Types of Embedded Option
30.2 Valuing Bonds with Embedded Options Pt1
30.3 Valuing Bonds with Embedded Options Pt2
30.4 Option Adjusted Spread
30.5 Duration
30.6 Key Rate Duration
30.7 Capped and Floored Floaters
30.8 Convertible Bonds
31.1 Credit Risk Measures
31.2 Analysis of Credit Risk
31.3 Credit Scores and Credit Ratings
31.4 Structural and Reduced Form Models
31.5 Credit Spread Analysis
31.6 Credit Spread
31.7 Credit Analysis of Securitized Debt
32.1 CDS Features and Terms
32.2 Factors Affecting Pricing
32.3 CDS Usage
Derivatives
33.1 Pricing and Valuation concepts
33.2 Pricing and Valuation of Equity
33.3 Pricing and Valuation of Fixed Income
33.4 Pricing FRAs
33.5 Valuation of FRAs
33.6 Pricing and valuation interest rate swaps
33.7 Currency swaps
33.8 Equity swaps
34.1 The Binomial Model
34.2 Two Period Binomial and Put Call Parity
34.3 American options
34.4 Hedge Ratio
34.5 Interest Rate options
34.6 BSM and Swaptions
34.7 Option Greeks and Dynamic Hedging
Alternative Investments
35.1 Real Estate Types Risks and Forms
35.2 Economic Drivers of Value and Risk Return
35.3 Classifications and Considerations
35.4 Valuing Real Estate Financial Ratios
35.5 REITs
35.6 REIT Valuation NAVPS
35.7 REIT Valuation FFO AFFO DCF
36.1 Valuation Issues
36.2 Exit Routes Costs Risks and Financial Performance Ratios
36.3 Fee and Distribution Calculations
37.1 Introduction and Theories of Return
37.2 Analyzing Returns and Index Construction
Portfolio Management
38.1 ETF Mechanics and Tracking Error
38.2 Spreads Pricing Relative to NAV and Costs
38.3 ETF Risks and Portfolio Applications
39.1 Multifactor Models
39.2 Macroeconomic factor models fundamental factor models and statistical factor models
39.3 Multifactor Model Risk and Return
40.1 Value at risk VaR
40.2 Using VaR
40.3 Sensitivity and scenario risk measures
40.4 Applications of Risk Measures
40.5 Constraints and capital allocation decisions
41.1 Introduction to Backtesting
41.2 Backtesting an Investment Strategy
41.3 Metrics Visuals and Problems in Backtesting
41.4 Scenario and Sensitivity Analysis
42.1 Valuation and Interest Rates
42.2 The Business Cycle
43.1 Value added by active management
43.2 The Information Ratio vs the Sharpe ratio
43.3 The Fundamental Law
43.4 Active Management
44.1 Explicit and Implicit Trading Costs
44.2 Electronic Trading Systems
44.3 Characteristics and Uses of Electronic Trading Systems
44.4 Risks and Surveillance of Electronic Trading Systems
Ethical and Professional Standards
45.1 Code and Standards
46.1 Standard IA B
46.2 Standard IC D
46.3 Standard II
46.4 Standard IIIA
46.5 Standard IIIB C
46.6 Standard IIID E
46.7 Standard IV
46.8 Standard V
46.9 Standard VI
46.10 Standard VII
47.1 Ethics Cases
2022_Level II_How to pass
