2018 CFA Level II Quantitative Methods for Valuation ( 考试比重：5-10% )
STUDY SESSION 3 Quantitative Methods for Valuation
The first reading in this study session discusses correlation and linear regression with one independent variable. The second reading discusses building and interpreting multiple regression models. These two readings present information about testing the significance of the estimated parameters and determining the validity of the assumed regression model. The third reading discusses time-series analysis, which is used to describe the dynamic behavior of an economic or financial variable, to forecast its future values, and to detect the relationships between the time series of different variables. The final reading introduces the use of simulation models in decision making and risk assessment.
Reading 9 Correlation and Regression
Reading 10 Multiple Regression and Issues in Regression Analysis
Reading 11 Time-Series Analysis
Reading 12 Excerpt from “Probabilistic Approaches: Scenario Analysis, Decision Trees, and Simulations”