课程代码：121143B Course Code：121143B
课程名称：金融统计计算 Course Name：Finance Statistics and Calculate
学时：48=32+16 Periods：48=32+16
学分：3 Credits：3
考核方式：考查 Assessment：Evaluation
先修课程：微积分、线性代数 Preparatory Courses：Calculus, Linear Algebra
概率论与数理统计 Probability and Mathematical Statistics
西方经济学、投资学、统计学 Economics, Investment, Statistics
《金融统计计算》是金融数学专业本科生的专业选修课。主要内容为四个部分：第一部分为金融学基础指标计算；第二部分为股票定价；第三部分为现代投资组合； 第四部分为风险度量。每一部分的内容一般由三个模块组成： 金融理论与模型、算法实现及计算程序。其中，算法实现与计算程序全部以中国金融市场的实际问题为应用背景而设计。本课程使学生对相关的金融专题有一定的了解，以使学生的知识水平在金融理论、实务和统计模型的基础上，更深入到如何实现和应用。
"Finance Statistics and Calculate" is a foundational course for undergraduate students majoring in financial mathematics. It could be divided into four parts. First, we will learn some basics calculate of finance. Second, we will introduce pricing of stocks. Third, we will learn model portfolio choice. Fourth, we will introduce measure of risk. There are three sections in each part, which include financial theory, model and procedure. This course aims to make students grasp some related financial topics, and get the ability to analyze and solve practical problems on the basis of financial theory, practice and statistical models.
