Hedge fund course phần 5 doc

... of such outcomes. 4 118 HEDGE FUND COURSE FIGURE 7.1 Normal Distributions 4 .50 0 4.000 3 .50 0 3.000 2 .50 0 2.000 1 .50 0 1.000 0 .50 0 0.000 –100% – 75% 50 % – 25% 0% 25% 50 % 75% 100% Probability Return Portfolio ... =+       ×+       ×+       +       =+       =+       ×= 1 3 65 1 3 65 1 3 65 1 3 65 1 3 65 1 10 3 65 100 110 51 56 3 65 3 6...

Ngày tải lên: 14/08/2014, 09:21

... 2,906,349 16 2 ,54 0, 352 4 ,59 4,973 3, 156 ,984 17 2,692,773 5, 054 ,470 3,432,682 18 2, 854 ,339 5, 559 ,917 3,7 35, 950 19 3,0 25, 600 6,1 15, 909 4,069 ,54 5 20 3,207,1 35 6,727 ,50 0 4,436 ,50 0 ccc_mccrary_ch13_203-216.qxd ... 1,278,460 5 1,338,226 1,610 ,51 0 1,366,306 6 1,418 ,51 9 1,771 ,56 1 1,462,937 7 1 ,50 3,630 1,948,717 1 ,56 9,230 8 1 ,59 3,848 2,143 ,58 9 1,686, 153 9...

Ngày tải lên: 14/08/2014, 09:21

... Cumulative 2. 25% 1.02 1.02 250 0000 –1. 75% 0.98 1.004606 250 8. 15% 1.08 1.086481 659 –4.40% 0.96 1.038676466 –3.30% 0.97 1.004400143 3 .55 % 1.04 1.040 056 348 9. 15% 1.09 1.1 352 2 150 4 1. 85% 1.02 1. 156 223102 3. 65% ... 1.1984 252 45 2. 25% 1.02 1.2 253 89813 –3.60% 0.96 1.1812 757 80 2. 95% 1.03 1.2161234 15 Arithmetic average 1.73% 1.228417070 Geometric average 1.64% 1.2161234 1...

Ngày tải lên: 14/08/2014, 09:21

Ngày tải lên: 24/07/2014, 12:22

... hours earned toward graduation float gpa; // add a completed course to the record float startCourse (Course* pCourse) { ::startCourse(pCourse);// call global function } }; Thus, the fully extended ... pHead; Session 15 Pointers to Objects 203 Part III–Saturday Afternoon Session 15 4689-9 ch 15. f.qc 3/7/00 9:28 PM Page 203 // more stuff } }; We want the member function Student::startCour...

Ngày tải lên: 12/08/2014, 12:20

... ×−         == ∑∑ ww i i N ii i N 11 1 98 HEDGE FUND COURSE FIGURE 6.2 Impact of Leverage on Portfolio Risk 3 .50 3.00 2 .50 2.00 1 .50 1.00 0 .50 0.00 10.00% 15. 00% 20.00% 25. 00% 30.00% 35. 00% 40.00% 45. 00% 50 .00% 55 .00% 60.00% Leverage Standard ... of a hedge fund? 5. 10 What is the main objective of a mirrored hedge fund structure? 5. 11 Why would a fund...

Ngày tải lên: 14/08/2014, 09:21

... 1 5, 000 $12.00 $14.00 $10,000 Position 2 5, 000 $19.00 $20 .50 $ 7 ,50 0 Position 3 – 15, 000 $ 9. 25 $11.00 ($26, 250 ) ccc_mccrary_ch10_ 157 -174.qxd 10/6/04 1:44 PM Page 166 ccc_mccrary_ch09_1 35- 156 .qxd ... rate. Suppose the fund sells the bond at 104.3 75 on June 15. The fund must book an additional 15 days’ worth of income totaling $24, 457 8 . The fund must also journal...

Ngày tải lên: 14/08/2014, 09:21