Level I CFA Quant: Common Probability Distributions-Lecture 4

Поділитися
Вставка
  • Опубліковано 10 лис 2024

КОМЕНТАРІ • 36

  • @IFT-CFA
    @IFT-CFA  3 роки тому +1

    Want to get the printable PDF slides for these videos? You can get these at a low price from here: ift.world/product/high-yield-course-2021/

  • @akmaljanrakhmetov4711
    @akmaljanrakhmetov4711 3 роки тому +1

    Thank you sir, your course on statistics is much better than the explanation of Kaplan

    • @IFT-CFA
      @IFT-CFA  3 роки тому

      Thanks and welcome

  • @user-ln8rz5wi8e
    @user-ln8rz5wi8e 3 роки тому +4

    Thank you ift team you are really helping me in understanding the lecture not just memorizing!
    I'm preparing for CFA Level 1 exam in Feb, it will be enough to study on your channel the lectures to pass the test?
    Of course I'll do the exercises of cfainst also

    • @IFT-CFA
      @IFT-CFA  3 роки тому

      Please read study advise on this link:
      ift.freshdesk.com/support/solutions/articles/13000038848-the-ift-10-step-strategy-to-pass-the-level-i-cfa-exam
      IFT support team

    • @IFT-CFA
      @IFT-CFA  3 роки тому

      Thanks for your kind words and for supporting us.
      IFT Support team

  • @srishtijnn
    @srishtijnn 2 роки тому

    Thanks for providing such great content and explanation for free!
    A small doubt, for the practice question at 7:09, the question under the table is to find "the portfolio which minimizes the probability of investor's portfolio falling BELOW 100K.
    So accordingly, the required return should be 0% instead of 4% in my opinion.
    If the required return is 4k, shouldn't the question be written in a different way?
    Please correct me if I'm wrong, Thanks!

  • @reyfad
    @reyfad 3 роки тому

    Thanks for your well narrated lectures.

  • @adityatamhane7086
    @adityatamhane7086 6 років тому +3

    Need help with Schweser Notes- Pg.240 Q.2> For a continuous random variable X, the probability of any single value of X is> a. One b. Zero . c. Determined by the CDF. Although the answer is zero, I didnt understand the rationale behind the solution. Thanks in advance! :)

    • @IFT-CFA
      @IFT-CFA  6 років тому

      Hi there and thanks for your comments. However we cannot comment on the Notes or questions from others. We can help you with curriculum issues or any IFT materials. Have you tried IFT Notes? Here is a link to free Study Notes for Level I : Ethics and Quant >>> ift.world/freestuff/#notes

    • @triptop3703
      @triptop3703 6 років тому +7

      Since a continuous RV can take infinitely large values, the prob. of any one of them occuring would be 1/infinity which is zero.

  • @riyasaha3858
    @riyasaha3858 Рік тому

    Thank you

  • @anssmadrid9937
    @anssmadrid9937 5 років тому +4

    Thank you very much for your efforts, I really appreciate you sir

    • @IFT-CFA
      @IFT-CFA  5 років тому +1

      Dear Student. Thank you for your great comments. We are really pleased that you are able to benefit from IFT UA-cam videos. Be sure to Like the videos; share IFT videos with your social media circles. Thank you! - IFT Support Team

    • @shivamagarwal9
      @shivamagarwal9 4 роки тому

      go to the website and see the price for level 2, and level 3 courses, you ll understand things in a better way

  • @adithyasastha1923
    @adithyasastha1923 4 роки тому +1

    Great lecture Arif

    • @IFT-CFA
      @IFT-CFA  4 роки тому

      Thank you for your comments.
      IFT Support Team

  • @akshrein
    @akshrein 2 роки тому

    Thanks :)

  • @apareja24
    @apareja24 4 роки тому +1

    Hello, isn't it possible to consider that by the end of the year, for the practice question of 7:09,the minimum level is to have a -96% return? This would be Return of (4k/100k-1) = 4%-1= -96%, considering that at the end of the 1y investment he would also receive the 100k initial position., therefore the answer would be A as SF_A=10.1= (5%-(-96%))/10% [SF_B=8, SF_C=6.24]. Just curious about the way in which I got it before checking your answer.

    • @IFT-CFA
      @IFT-CFA  4 роки тому

      No. On investment of 100,000, the investor requires a return of 4000, i.e. 4000 / 100,000 = 4%.
      IFT Support Team

    • @felipecunha6287
      @felipecunha6287 3 роки тому +1

      ​@@IFT-CFA I have a quite similar question. The question under the table is to find "the portfolio which minimizes the probability of investor's portfolio falling below 100k. So I have assumed that the required return is 0%. If the required return is 4k, shouldn't the question be written in a different way?

    • @srishtijnn
      @srishtijnn 2 роки тому

      @@felipecunha6287 Agree. I also have the same question

  • @pushpalathadamodharan8576
    @pushpalathadamodharan8576 2 роки тому

    Thank you so much for the amazing content

  • @souissihanaa125
    @souissihanaa125 3 роки тому

    Thank you very much for this great content! That is just what I needed!

    • @IFT-CFA
      @IFT-CFA  3 роки тому

      Glad it was helpful!
      IFT Support Team

  • @pierrew8334
    @pierrew8334 4 роки тому +1

    Are log normal distribution and monte carlo simulation important in the Level 1? Thank you

    • @IFT-CFA
      @IFT-CFA  4 роки тому +1

      yes, since these topics are covered in the learning outcome.
      IFT support team

  • @Lostreny
    @Lostreny 3 роки тому

    Thank you very much

    • @IFT-CFA
      @IFT-CFA  3 роки тому

      You are welcome

  • @taewankim4686
    @taewankim4686 6 років тому +3

    I want to ask about the difference between the Sharp ratio and Safety-first ratio since these two have a very similar equation. Always thanks for your good lectures!

    • @IFT-CFA
      @IFT-CFA  6 років тому +4

      Dear Taewan,
      The Sharpe ratio uses the risk free rate to calculate the excess return, whereas, the Roy's Safety First ratio uses the investors required rate of return to calculate the excess return.
      IFT Support Team

  • @DD-sp9lu
    @DD-sp9lu 4 роки тому +1

    Thank you!!!

    • @IFT-CFA
      @IFT-CFA  4 роки тому

      You're welcome!
      IFT support team

  • @MrLevent79
    @MrLevent79 5 років тому +1

    Hi. Really appreciate your videos. Subscribed earlier. Was wondering if you cover continuously compounded return (CCR) and how to solve natural log with the calculator somewhere?thx

    • @IFT-CFA
      @IFT-CFA  5 років тому

      Please checkout the following link:
      ua-cam.com/play/PLcmt2ZfkV0M0dSzAT9583TZOmD97wQcB4.html
      IFT Support Team

    • @IFT-CFA
      @IFT-CFA  5 років тому +1

      Watch our calculator tutorial videos to better understand this
      IFT support team