Chartered Financial Analyst (CFA)
1 Ethical and Professional Standards
1-1 Code of Ethics
1-2 Standards of Professional Conduct
1-3 Guidance for Standards I-VII
1-4 Introduction to the Global Investment Performance Standards (GIPS)
1-5 Application of the Code and Standards
2 Quantitative Methods
2-1 Time Value of Money
2-2 Discounted Cash Flow Applications
2-3 Statistical Concepts and Market Returns
2-4 Probability Concepts
2-5 Common Probability Distributions
2-6 Sampling and Estimation
2-7 Hypothesis Testing
2-8 Technical Analysis
3 Economics
3-1 Topics in Demand and Supply Analysis
3-2 The Firm and Market Structures
3-3 Aggregate Output, Prices, and Economic Growth
3-4 Understanding Business Cycles
3-5 Monetary and Fiscal Policy
3-6 International Trade and Capital Flows
3-7 Currency Exchange Rates
4 Financial Statement Analysis
4-1 Financial Reporting Mechanism
4-2 Income Statements, Balance Sheets, and Cash Flow Statements
4-3 Financial Reporting Standards
4-4 Analysis of Financial Statements
4-5 Inventories
4-6 Long-Lived Assets
4-7 Income Taxes
4-8 Non-Current (Long-term) Liabilities
4-9 Financial Reporting Quality
4-10 Financial Analysis Techniques
4-11 Evaluating Financial Reporting Quality
5 Corporate Finance
5-1 Capital Budgeting
5-2 Cost of Capital
5-3 Measures of Leverage
5-4 Dividends and Share Repurchases
5-5 Corporate Governance and ESG Considerations
6 Equity Investments
6-1 Market Organization and Structure
6-2 Security Market Indices
6-3 Overview of Equity Securities
6-4 Industry and Company Analysis
6-5 Equity Valuation: Concepts and Basic Tools
6-6 Equity Valuation: Applications and Processes
7 Fixed Income
7-1 Fixed-Income Securities: Defining Elements
7-2 Fixed-Income Markets: Issuance, Trading, and Funding
7-3 Introduction to the Valuation of Fixed-Income Securities
7-4 Understanding Yield Spreads
7-5 Fundamentals of Credit Analysis
8 Derivatives
8-1 Derivative Markets and Instruments
8-2 Pricing and Valuation of Forward Commitments
8-3 Valuation of Contingent Claims
9 Alternative Investments
9-1 Alternative Investments Overview
9-2 Risk Management Applications of Alternative Investments
9-3 Private Equity Investments
9-4 Real Estate Investments
9-5 Commodities
9-6 Infrastructure Investments
9-7 Hedge Funds
10 Portfolio Management and Wealth Planning
10-1 Portfolio Management: An Overview
10-2 Investment Policy Statement (IPS)
10-3 Asset Allocation
10-4 Basics of Portfolio Planning and Construction
10-5 Risk Management in the Portfolio Context
10-6 Monitoring and Rebalancing
10-7 Global Investment Performance Standards (GIPS)
10-8 Introduction to the Wealth Management Process
2.4 Probability Concepts

2.4 Probability Concepts - 2.4 Probability Concepts

Key Concepts

Probability Basics

Probability is the measure of the likelihood that an event will occur. It is expressed as a number between 0 and 1, where 0 indicates impossibility and 1 indicates certainty. The basic formula for probability is:

\[ \text{Probability} = \frac{\text{Number of favorable outcomes}}{\text{Total number of possible outcomes}} \]

Example: The probability of rolling a 3 on a six-sided die is \( \frac{1}{6} \), as there is one favorable outcome (rolling a 3) out of six possible outcomes.

Conditional Probability

Conditional probability is the probability of an event occurring given that another event has already occurred. It is denoted as \( P(A|B) \), which reads as "the probability of A given B." The formula for conditional probability is:

\[ P(A|B) = \frac{P(A \cap B)}{P(B)} \]

Example: If the probability of rain today is 40% and the probability of rain and traffic is 20%, the conditional probability of traffic given rain is \( \frac{0.20}{0.40} = 0.50 \) or 50%.

Bayes' Theorem

Bayes' Theorem is a formula that provides a way to update the probability of a hypothesis based on new evidence. It is particularly useful in situations where we need to revise our beliefs in light of new data. The formula for Bayes' Theorem is:

\[ P(H|E) = \frac{P(E|H) \cdot P(H)}{P(E)} \]

Example: Suppose a medical test for a disease is 99% accurate. If the disease prevalence is 1%, and a person tests positive, the probability that the person actually has the disease is calculated using Bayes' Theorem.

Random Variables and Probability Distributions

A random variable is a variable whose value is determined by the outcome of a random event. Probability distributions describe the likelihood of different outcomes for a random variable. There are two main types: discrete and continuous.

Example: A discrete random variable could be the number of heads in three coin flips, with a probability distribution showing the likelihood of 0, 1, 2, or 3 heads. A continuous random variable could be the height of individuals in a population, with a probability distribution showing the likelihood of heights within a certain range.