欢迎来到天天文库
浏览记录
ID:12162595
大小:210.50 KB
页数:5页
时间:2018-07-15
《2016 cfa level ii考纲变动分析说明》由会员上传分享,免费在线阅读,更多相关内容在行业资料-天天文库。
1、2016CFAlevelII考纲变动分析说明 2016年CFAlevelII考纲变动的科目为:数量、经济、财报、固收、衍生和组合; 变动较大的科目为:数量、固收和组合; 其中,数量新增一个reading;固收删除一个reading,组合删除三个reading,新增两个reading. 具体变动情况如下: 1、数量 SS3,R10.MultipleRegressionandIssuesinRegressionAnalysis a.formulateamultipleregressionequationtodescribetherelationb
2、etweenadependentvariableandseveral independentvariables,determinethestatisticalsignificanceofeachindependentvariable,andinterpretthe estimatedcoefficientsandtheirp-values; SS3,Reading12.Excerptfrom“Probabilisticappraoches:scenarioanalysis,decisiontrees,and simulations”(新增考点) a.de
3、scribestepsinrunningasimulation; b.explainthreewaystodefinetheprobabilitydistributionsforasimulation’svariables; c.describehowtotreatcorrelationacrossvariablesinasimulation; d.describeadvantagesofusingsimulationsindecisionmaking; e.describesomecommonconstraintsintroducedintosimulati
4、ons; f.describeissuesinusingsimulationsinriskassessment; g.comparescenarioanalysis,decisiontrees,andsimulations. 2、经济学 SS4,Reading13:CurrencyExchangeRates:DeterminationandForecasting n.describeobjectivesofcentralbankinterventionandcapitalcontrolsanddescribetheeffectivenessof i
5、nterventionandcapitalcontrols;(新增) 3、财报 SS6,Reading20:MultinationalOperations i.explainhowchangesinthecomponentsofsalesaffectthesustainabilityofsalesgrowth;(修改) 4、固收 SS14,Reading43.Thetermstructureandinterestratedynamics c.describehowzero-couponrates(spotrates)maybeobtainedfro
6、mtheparcurvebybootstrapping;(新增) gcalculateandinterprettheswapspreadforagivenmaturity;(修改) SS14,Reading45.ValuationandAnalysis:BondswithEmbeddedOptions m.calculatethevalueofacappedorflooredfloating-ratebond;(删除) SS15,Reading46.IntroductiontoAsset-BackedSecurities(删除) EvaluationOn
7、ly.CreatedwithAspose.Pdf.Copyright2002-2014AsposePtyLtd. 5、衍生 SS17,Reading52:CreditDefaultSwap edescribetheuseofCDStotakeadvantageofvaluationdisparitiesamongseparatemarkets,suchasbonds,loans, equities,andequity-linkedi
此文档下载收益归作者所有