Скачать или смотреть Simulation Methods (2024/2025 CFA® Level I Exam – Quantitative Methods – Learning Module 6)

Master Simulation Methods for the 2024/2025 CFA® Level I – Quantitative Methods (LM6). In this lesson, Jim explains normal vs. lognormal distributions, continuously compounded returns, and how to use Monte Carlo and Bootstrap simulations to model portfolio risk/return and future wealth. Includes step-by-step volatility annualization and an exam-style example.

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Topic 1 – Quantitative Methods
Learning Module 6 – Simulation Methods
LOS : Calculate and interpret the expected value, variance, standard deviation, covariances, and correlations of portfolio returns.
LOS : Calculate and interpret the covariance and correlation of portfolio returns using a joint probability function for returns.
LOS : Define shortfall risk, calculate the safety-first ratio, and identify an optimal portfolio using Roy’s safety-first criterion.

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