数量分析重点.ppt

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