QBA Week 2 Supplementary
Amortisation and General Linear
Systems
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
3.3 FV/PV value of an Annuity; and
Sinking Funds
An annuity is any se

Extended Least Squares Assumptions
These consist of the three L5 assumptions1 plus two more:
a Ecfw_u| x=x=u.
e cfw_X, W], i: 1, .,nare Lid.
9 Large outliers are rare [E(Yl a: one, EIIXl] i one].
o u is homoskedastic
a i.- is distributed mm, a2)
Hypothesi

The Population Linear Regression Model
Y = g +31%: + of, i: 1,.,n
The 0L5 Estimator. Predicted Values, and Residuals
The 0L5 estimator of the slope 131 and the intercept 180 are:
1 E; (9' R) (Y: 7)
2:;(&_i)
?12
A
t:
The 0L5 predicted values l",- and raidu

Interpreting regressions with a binary regressor
Example: 589' caschool(BinaryExample).xlsx
. -<
Let D.- = cfw_1 IfSTR, _ 20
0 ifSTR; > 20
0L5 regression:
TestScore = 650 + 118 x D, R2 = 0.035. SER = 13.74
(1.49) (1.8)
Tabulation of group means:
Class siz

Criticd Vines Limit Propa'tlos
The valus of x in the domain of i" where 1"[1] : i or where
flljx] dos not exist.
m cfw_Fix =|: 3M
lin1 x] i lim x
1H: xr: XPE
First Derivative Test
If E is a critical |.I'alue of x Iim [fl-*1" 3(3) = lim ") ' lim Elil
2H! H

Partial Derivatives If 2 = x, y). then
3% = |irn,_,I:F rlx+hy2_rlx' and
z _ . F!x,z+k!F!x,z!
g? lllnku .lr
Seooncl-Drder Patial Derivatives
if z = cfw_'(x, y), then liq, is a second partial derivative [w.r.t to
y) of the first partial derivative (w.r.t to

QBA Quiz 2
Name_
MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question.
Solve the problem.
1) The annual revenue and cost functions for a manufacturer of grandfather clocks are approximately
R(x) = 520x - 0.

Quiz 1 - 25622 QBA Autumn 2017
Name_ ID_
- Make sure to record your answer in the GPAS provided. One answer per question.
- Make sure to record your ID in the GPAS. Missing/wrong IDs will result in a missing grade for the Quiz.
- Submit 1) GPAS, 2) bookle

Shares
and the
share market
TOPIC 5
Quiz 1
1. An increase in the required return on a firms equity will lower its
share price
Since
Since expected
expected earnings
earnings remain
remain
True or false and why
stable,
stable, aa higher
higher required
req

Authorised
deposit-taking
institutions
TOPIC 4
Learning objective (ADIs): Quiz
1. Credit unions are ADIs
True or false and why
TheyareauthorisedbyAPRAtotake
TheyareauthorisedbyAPRAtotake
deposits
deposits
2. The majors are the four largest Australian-owne

25556 The Financial System
Autumn 2017
Group Assignment
In 2017 students and staff in 25556 The Financial System will be producing the inaugural edition
of
The Australian Financial System Yearbook. The yearbook will be a UTS eBook publication containing
a

Cost Management
Systems
Subject overview
Quick information on course structure,
subject resources, textbook, assessments,
and more!
Course structure
Cost accounting in theory and practice
Lecture 3 Understanding cost accounting in practice
How costs arise

Topic 6:
The Debt
Markets
Hunt & Terry:
Chapter 7 The money market
Chapter 8 The bond market
The debt markets
1. The money
market
a. The role of the
money market
b. Money market
securities
c. Trading and
settlement
arrangements
d. Investment yields
2. T

The
Debt Markets
(The money and
bond markets)
TOPIC 6
1. Outline the contributions made by the money and bond
markets to Australias financial system.
They arrange the flow of funds through the issue of debt securities.
For borrowers, the MM provides shor

Shares
and the
share market
TOPIC 5
1. Who are the demanders and suppliers of funds in
the venture capital market?
Venture capital is a high-risk, high-return investment of patient
equity in an unlisted company.
Demanders of funds are emerging businesses

Average rate of change: Derivative properties:
is a slope of a secant line between points 1' cfw_x = c =- F" [x] = I
xandx+h f[x=x" g. Fcfw_x]=nx"_1
Ween fix>=k~utx1 =~ f(x)=k-u(x)
Derivative denition: 1' [Jr]: = u [x] :i: VIIX] => 1"! cfw_Jr = u"r cfw_x

R2
The regression ii?!2 is the fraction of the sample variance of Y,-
"explained" by the regression.
. v,- = if,- + ii,- : OLS prediction + OLS residual
o Var( Y) = Var( f) l Var(f:)
In Total sum of squares (T53) : explained 55 (ESS)+ residual" 53
(R55)
E

25622 Quantitative Business Analysis
Lecture 10
Nonlinear Regressions
Vitali Alexeev
Finance Discipline Group
UTS Business School
University of Technology Sydney, Australia
Vitali Alexeev (UTS)
QBA
1 / 27
Table of Content
1
2
3
4
5
Q&A
Nonlinear regressio

25622 Quantitative Business Analysis
Lecture 7
Inference in the Simple Linear Regression
Vitali Alexeev
Finance Discipline Group
UTS Business School
University of Technology Sydney, Australia
Vitali Alexeev (UTS)
QBA
1 / 52
Table of Content
Q&A
Hypothesis

25622 Quantitative Business Analysis
Lecture 11
Subject Review
Vitali Alexeev
Finance Discipline Group
UTS Business School
University of Technology Sydney, Australia
Vitali Alexeev (UTS)
QBA
1 / 38
Table of Content
PART I
Review of Algebra and Functions
M

QBA Lecture Week 2
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
Christmas Riddle
Suppose I promise to give you one cent on the first day of
December, two cents on the second day o

Descriptive Statistics
Mean
xi
1
XorY xi
n
n
Variance
Sx2
(x x)
Standard Deviation
Sample Correlation
Sx Sx2
Sxy
R2
Sx Sy
This is scale independent:
between -1 and 1, close to 1
is upward, 0 is central, -1 is
downward sloping.
rxy
Sample Covariance
1

QBA Lecture Week 5
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
14.1 Functions of Several Variables
We will learn about:
functions of two or
more independent
variables, examples o

QBA Lecture Week 3
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
9.3 Differentiation
We will learn about:
Rate of change,
Geometric meaning,
The derivative, and
Rules of differenti

QBA Lecture Week 4
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
Recap: Derivative Rules
Power Rule
d n
x = nxn1
dx
Exponential Rule
d x
e = ex
dx
Log Rule
1
d
ln x =
x
dx
General

QBA Lecture Week 1
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
ESCAPE FROM UTS VIDEO
UTS has produced a three-minute video titled Escape From UTS,
designed to show students how t

QBA Lecture Week 8
Lecturer:
Dr Otto Konstandatos
Room:
D3.17
Phone:
02 9514 7758
Email: [email protected]
Subject Number:
25622
What is the p-value of a test?
The p-value of a test is calculated by finding the
probability that the t-distributi

25622 Quantitative Business Analysis
Lecture 9
Hypothesis Tests and Confidence Intervals in Multiple Regression
Vitali Alexeev
Finance Discipline Group
UTS Business School
University of Technology Sydney, Australia
Vitali Alexeev (UTS)
QBA
1 / 50
Table of

QBA25622 ASSIGNMENT PROJECT
Finance Discipline Group, UTS Business School.
Autumn 2017
Subject Coordinator: Dr Vitali Alexeev
This assignment has several parts. Some parts are technical and designed to help you understand and apply the
material in chapter

Degree of a polynomial:
Largest power in the polynomial chain.
y-intercept: where x = CI
x-intercept: where r = D
Properties of le = br
~ Graph goes thmugh cfw_0.1) since
a" = 1 for any h.
- Graph is continuous.
~ x-axis is horizontal asymptote.
- For If:

Logarith m
Solving an exponential equation
Solve for x: 521 = 80
Take logarithms of log (52"_1) = log; (80)
both sides: 2.>r 1 = log5 (80)
Exponent property of 2x = 1 + log5 (80)
logarithms: x _ 1+l: a
Isolate 1: term on _ 2
LHS: x 1.36135
Change of base: