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1、ContentsSeriesTitlePageCopyrightPrefaceAcknowledgmentsCHAPTER1:SomeBasicMathLOGARITHMSLOGRETURNSCOMPOUNDINGLIMITEDLIABILITYGRAPHINGLOGRETURNSCONTINUOUSLYCOMPOUNDEDRETURNSCOMBINATORICSDISCOUNTFACTORSGEOMETRICSERIESPROBLEMSCHAPTER2:ProbabilitiesDISCRETERANDOMVARIABLESCONTINUOUSRANDOMVARIABLESMUTUAL
2、LYEXCLUSIVEEVENTSINDEPENDENTEVENTSPROBABILITYMATRICESCONDITIONALPROBABILITYBAYES’THEOREMPROBLEMSCHAPTER3:BasicStatisticsAVERAGESEXPECTATIONSVARIANCEANDSTANDARDDEVIATIONSTANDARDIZEDVARIABLESCOVARIANCECORRELATIONAPPLICATION:PORTFOLIOVARIANCEANDHEDGINGMOMENTSSKEWNESSKURTOSISCOSKEWNESSANDCOKURTOSISBE
3、STLINEARUNBIASEDESTIMATOR(BLUE)PROBLEMSCHAPTER4:DistributionsPARAMETRICDISTRIBUTIONSUNIFORMDISTRIBUTIONBERNOULLIDISTRIBUTIONBINOMIALDISTRIBUTIONPOISSONDISTRIBUTIONNORMALDISTRIBUTIONLOGNORMALDISTRIBUTIONCENTRALLIMITTHEOREMAPPLICATION:MONTECARLOSIMULATIONSPARTI:CREATINGNORMALRANDOMVARIABLESCHI-SQUA
4、REDDISTRIBUTIONSTUDENT'STDISTRIBUTIONF-DISTRIBUTIONMIXTUREDISTRIBUTIONSPROBLEMSCHAPTER5:HypothesisTesting&ConfidenceIntervalsTHESAMPLEMEANREVISITEDSAMPLEVARIANCEREVISITEDCONFIDENCEINTERVALSHYPOTHESISTESTINGCHEBYSHEV'SINEQUALITYAPPLICATION:VARPROBLEMSCHAPTER6:MatrixAlgebraMATRIXNOTATIONMATRIXOPERA
5、TIONSAPPLICATION:TRANSITIONMATRICESAPPLICATION:MONTECARLOSIMULATIONSPARTII:CHOLESKYDECOMPOSITIONPROBLEMSCHAPTER7:VectorSpacesVECTORSREVISITEDORTHOGONALITYROTATIONPRINCIPALCOMPONENTANALYSISAPPLICATION:THEDYNAMICTERMSTRUCTUREOFINTERESTRATESAPPLICATION:THESTRUCTUREOFGLOBALEQUITYMARKETSPROBLEMSCHAPTE
6、R8:LinearRegressionAnalysisLINEARREGRESSION(ONEREGRESSOR)LINEARREGRESSION(MULTIVARIATE)APPLICATION:FACTORANALYSISAPPLICATION:STRESSTESTINGPROBLEMSCHAPTER9:TimeSeriesModelsRANDOMWALKSDRIFT-DIFFUSIONAUTOREGRESSIONVARIANCEANDAUTOCORRELATIONSTATIONARITYMOVINGAVERAGECONTINUOUSMODELSAPPLICATION:GARCHAP
7、PLICATION:JUMP-DIFFUSIONAPPLICATION:INTERESTRATEMODELSPROBLEMSCHAPTER10:DecayFactorsMEANVARIANCEWEIGHTEDLEASTSQUARESOTHERPOSSIBILITIESAPPLICATION:HYBRIDVARPROBLEMSAPPENDIXA:BinaryNumbersAPPENDIXB:TaylorExpansionsAPPEND
