Financialstatistical analysis
Date: 2018-10-15 Views: 40

Course name: Financialstatistical analysis

Course No.:1080065    Credit(s): 2

Course description:

Financial statistical analysis is an optional major course for students majoring in information and computing science in statistics and applied mathematics institution. The content of the course is stock investment.

Course learning objectives:

The student learning outcomes are what student would be able to know and to do on the completion of this course. In details are:

  

The student learning outcomes are what student would be able to know and to do on the completion of this course. In details are:

1. Enable students to master basic knowledge of stock market systematically and comprehensively;

2. Enable students to be familiar with the operating of stock market;

3. Enable students to serve the investment of the government, financial institutions, stock institutions, enterprises and individuals with the knowledge gained from the course.

Pre-course

Differential and Integral CalculusLinear AlgebraProbability and Mathematical StatisticsWestern Economics

Textbooks and References

Teaching material:

Security Investment, Wu Xiao Qiu, ChinaRenminUniversity Press, 2004,Edition2.

Reference Material:

1. Security Investment Analysis, Wu Xiao Qiu, China Renmin University Press.

2. Security Investment, Cao Feng Qi, Beijing University Press, 1996, Edition 1.

3. Investment, Zhu Bao Xian, Tsinghua university Press, 2002.9, Edition 1.

Course Assessment:

Form

Weight   (%)

Attendance and homework

20%

Discussion in class

10%

Final exam

70%

Course schedule:

Week

Classes

Content

1

2

§The basic principle of   securities investment

§The development of the theory   of investment

§The process of the securities   investment

2

2

§Overview of securities

§Bond

3

2

§Stock

4

2

§Financial derivatives

5

2

§Overview of securities   investment fund market

§The basic function of   securities market

6

2

§Securities issue market

§Securities trading market

7

2

§Securities price and price   index

8

2

§Analysis on the company's   basic quality

§Analysis on the company's   financial

9

2

§the other important factors

10

2

§Overview of technical   analysis

§K line theory

11

2

§Dow theory

12

2

§Wave theory

§Tangent theory

13

2

§Analysis on morphological

14

2

§Analysis on technical index

15

2

§The meaning of the portfolio   and calculation

16

2

§Capital allocation decisions

17

2

§Optimal risky portfolio