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 Calculus、Linear Algebra、Probability and Mathematical Statistics、 Western 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 |