CFA一级学习重点记录.docxVIP

??Quantitative method??P99、P253??Continuous compounding: EAR=eRcc-1??Continuous compounding of return (Rcc) = ln(1+EAR)??P141:??Time-weighted rate of return（分期计算收益率，然后相乘再开根，与投入资金的时间无关）??Money-weighted rate of return（IRR）??P143:??Bank discount yield = D/F * 360/t 即把折扣率单利年化??HPY holding period yield??EAY effective annual yield = (1+HPY)365/t – 1 即把HPY按照复利年化（365）??MMY money market yield（ CD equivalent yield ）= HPY * 360/t 即把HPY单利年化(360)??BEY bond-equivalent yield = HPY * 365 / t 即把HPY按照单利年化（365）:? (1 + BEY/2)2 = 1 + EAY??切比雪夫不等式：在k standard deviation 以内的概率至少有 1-1/k2? (k1)??夏普比率Sharpe ratio = ( po