课程代码： 121083B Course Code： 121143B
课程名称：金融统计与风险分析 Course Name：Financial Statistics and Risk Analysis
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：概率论与数理统计； Preparatory Courses：
金融市场工具 Probability and Mathematical Statistics；
The instruments of the Financial Markets；
《金融统计与风险分析》课程阐述了国际金融统计和政府金融统计的有关知识，从而让学生对整体金融市场有整体的把握，并对潜在风险由基本认识。近年来，衍生品市场快速发展，金融风险分析师利用各种衍生工具（如期货、期权、互换等）来管理和对冲风险。本门课的另一个目的，就是让学生掌握和应用衍生产品工具从金融数据中分析和提取信息，从而让学生对金融统计和风险分析的主要理论和方法有深入的了解。
"Financial statistics and risk analysis" provides guideline to international financial statistics and government finance statistics and finance statistics in China. So the students can get an overview of the financial markets and potential risks in financial markets. There has been a dramatic growth in markets for financial derivatives in recent years. Financial risk managers can use financial derivatives such as futures, options, and swaps to hedge particular kinds of risk or to change the returns on their portfolios in certain ways. Another purpose of this course is to provide the student with the necessary skills to value and to use futures, options, and other related financial instruments, and provides students with the necessary toolkit to analyze and extract information from financial data, so that this data can be analyzed and extracted the necessary information to guide investment decisions. So the students can have a comprehensive understanding of the main theoretical and applied concepts and methods in financial statistics and risk analysis.
