Finanzmarktanalyse I

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-/- 6. MITTELWERT- VARIANZ- ANAL WE A. &/ Z/el : Schritt 2or AflNsncttorMt profang. ono' &np/'r/srf)efl dôer- • Mawfc- PnOferena- Jheor/e a/jgewe/n} afar Jt/w/etig $r Anivendury (Mes jyrf 0tifyaM&f drehte?}. • HUéela/frù ond far/m tfMé mßfor •• effp/azAe $erpröfung mSg/ith. • färavwtiü/ig (juxfMtßtfie fo Mittel-toriw-Anafyx (fflß) •• Mutienfvnttiofl onct/ctfer Jl/m=>fr#fe/fyy der ft/Ê-Preu? ffm Ewfe d?r T&tidr. • U/rteßteäen • Nffmlt'Ofà&fld. fiïw/ime JfeiïerMiït rMt$,dW) •M BIM W^ ••• «M •••*—• "—• ^.^^1^ —W—t t nyâtft? ffi-p/eiïe ~^""""" ^ ûaxfigiïffl&fàt.) KMW&ti&e Mofcaç, tf/e /wwiï iï/t MM «W, (Mtextfettefl fo$-ßomtöle fërt&fr/g. £MßltJü>e fërfej'â#$ • färeto-förfetöt/y ffliï o/mlMe/? iw/fcû Momenten (ram, /MC). • MA •• Eiwttdfr Wtf fortàrtë. Nvteen fit Jtoktofi wt totötoot
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Untertoosn 's/n Semimr \j FINANZMAR
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2 Finanzmarktanalyse I Hicks, J. R.
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FINANZMARKTAWU/SE L ton HANS-JÛRS
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--2- • ôgejttâ • B/iMt/$e/> M
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-£•- • AMwew/e G^^Mgc^ fay/wk
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-7- • Un Optima [s) : HRT- WS fye
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V A4 %' v^J 1 -0- Eryebtis / Bwywy
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-//- ßyßtofr-' Jafftäfotttät M$
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Übungen'• -/?- u Awlysüe grapht
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15titon
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_/— 2. INVESTITION UNTER SICHERHE
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-3- &M$$M&fc ~tyMß •' fivfe //wi
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-_ ** 2. Ökonomischer ont ùtâfol
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-?- Tab. 2/• Eôrnirys ptrj/ûœ/
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(0 (2) &) W -tf- fM&fal M ^ er ftw&
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Pnyekt •• BER: -II- A £ C 2)
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-B- F, Vergleich Mtä-6t&Rivar&a>cr
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-XF- • fo//s AMitiinù%s-?ritâ/>
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-17- G. Zah/ungsdrvm fur ïïiyesé
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-13- Tab, 23: 2ah/üngssfa5me for I
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-2l- RCF (= Duldenden) bekommen. ti
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ûbv/igeû • -23- 2.1 Berechne de
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wmJemit. FINANZMARKTANALKEI ton HAN
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-2- • SchältiSwdew ŒKf Qeijstee
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\ i T r i l l l i r l2.345Cieg/0
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-10- ûftiMdte Idmdâuer: 6*= t.èf
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E. ßudcjdrwtrikuön •ßL- • 8&
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-14- F. Dwtö&Msrechw/y unter Dfàt
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Q. Z/nsstrvktor -K- Annahme • j$n
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-22- Hupoiïese —Iw^fc— ——
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-24- FK erforekrt Etoewuy anriß (M
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,11, Übungen .• -X- 3. l Zwei i
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v. FINAN2MARKTANALKBI Kin HANS-JOt
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—9 — £. Die Hypttese des £wd/
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M*» i/t EDO fa (A) kankw Abb. 4.?;
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Arfaqjsiwmogen Lotterie • / N -20
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-22- 3. Risiko-Prämie im /fäurn
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-2B- 1. bekrieg klein vnd nevfài /
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-32- fa-Mw-£&tf $ fêrje & MiïMer
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Page 122 and 123: (j@f)-û$t). UMä Me m Mten, am tfa
Page 124 and 125: v. FINAN2MARKTANALKEI » / •_ ion
Page 126 and 127: — 9- • Vorheriges Kap/M • %gc
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Page 136 and 137: -12- $&K Jö g/qê tit ß/e der Buy
Page 138 and 139: -H- Tab. 5.2. Atx&A/t/gen $r lue/ M
Page 140 and 141: -£- F. Mdrttcile/cfim/t • Angebe
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Page 144 and 145: -20- •• Eiïtetetfv/yefl avföw
Page 146 and 147: --22- -&ßuwy / ^ tätoM'l> eufcat
Page 148 and 149: layorge-ftokfoi) : -24- (S3) L-KO+Z
Page 150 and 151: -Jß- _#•• TKSK târ (re/ne/ï)
Page 152 and 153: -Jf- LMûiM : ôyeben J&e/i /? (r&t
Page 154 and 155: -30- • ttw iw tehntäMtötovtöuo
Page 156 and 157: -32- Unt&ïbâre SwetötMff).' ést
Page 158 and 159: -&- gçpnéfysn 7tä£ air fâév /
Page 160 and 161: -&- £4 fayemmm tfe Mtëwfitftâ 1
Page 164 and 165: -3- (6M) iï-d+ÏÏK C6./6) M = 0+t
Page 166 and 167: ->5"- Baspftj fiwrtw^iterf der&fayw
Page 168 and 169: tobe -7- • iï/j&m aus ,$?{$&>) a
Page 170 and 171: -tftotät Wz°(l-(ti,) tfa Anfa/gwf
Page 172 and 173: *v 4- -//- E[%] = ZfOft •/ " 0.2
Page 174 and 175: -ßförpl u/er Mfaùo-&jw/tâen$&:
Page 176 and 177: (6,13) r/z .- -Ac»(^} atöjfftö)
Page 178 and 179: -ff- • û&fe n/ifolfo (-Getaut),
Page 180 and 181: -19- 5. fötlkominen torrelierte An
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Page 186 and 187: -25-
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Page 190 and 191: -29- (6.33) (û'e = / faatö&e &&Û
Page 192 and 193: -3l- 4. Me/ye der effimfen Tb/ffl/
Page 194 and 195: lagnange- ftoküto: -38- (6.3) L-rf
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Page 198 and 199: -#- (6M)
Page 200 and 201: *%kJ -30- effe&ite Tbrfjbl/os +
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Page 204 and 205: -43- H/Mivert vrtiIfonâvs tfe füf
Page 206 and 207: 4. -46- emmurai Mfritfoelto) MKufag
Page 208 and 209: --#- • BiïflK/itM farldfô &/%£
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Ûbun0efl : -s/- 6.1 sieben j&w ml
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A) â&e/diâ fffl afaaMfft M>1 /M$W
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-&fop&e MX) w/drM& $£ ? (tot dar f
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l&ungsn zum Seminar FINAN2MAÜKTANA
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& ? € S 4 3 2 I c, c[/J£fO] -14-
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-16ûsr Antysr n//d eft Mfße J&ffs
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LÖSUNGEN -z/ 2J £>er GW hütet fo
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LoSUAfGËAf -Ll- 3.1 a) iïfe Bïsa
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3.2 a. (/+*&) -Z3- A' ff.03%, *>) (
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l&UUGBN •-U- 4.1 (L) £[üfö)] -
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00 H 2' l-1 -&- = -i+2 + i+i>i+ 00
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-13- E[0(tö)]* 0,935- to(1t'/2û)+
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£ -2 -1 0/2346€7 f Ztà 0 0 0 0
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-L/5- 4.10 Der rKffas/m An^er $ i/t
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-IfffäMeffi #-M,W,W: _ / -t-ffi+c,
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-U9- Sel &/w Jnfa&m&ff IM /'Oûû'c
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-W- E[A]=/.2, VA-0.& EIS]-/S, $-/#
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Jtô i 1 % b) m 4®$M / i 3 4- i ''
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n LÖSUNGEAI -u- £-/s) UP beiden 6
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-/T 2 - 4tß / eßffi
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tftsutyenzw Semi/w FINANZMAMTANALVS
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Page 302 and 303:
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