毕业论文--统计学在证券市场中的应用.doc

毕 业 论 文 统计学在证券市场中的应用  摘　要组合理论和技术分析所运用的统计工具逐渐被认同　　关键词：统计学　证券市场　期货市 Abstract The application of statistics in the securities market is very wide, in this paper i will mainly introduce the status of the application of statistics in the securities market, stock price index and the measurement of securities portfolio risk . Firstly this paper descriptions the securities market statistics of the current situation, the application of statistics has become the trend of securities market now and even future development, Statistical tools used in Combinatorial theory and Technical analysis are agree with people in the securities market little by little . And then I introduce two basic applications of the statistics in the securities market, stock price index and the measurement of securities portfolio risk, In the stock price index, it includes stock index of some common concepts and common formula, which also involves the share price index of the editing process. Portfolio risk involves the risk measurement of the investment of a single securities and portfolio , which refers to the analysis of two kinds of investment securities correlation and risk. Finally,I introduces domestic establishment and the Shanghai index csi 300 strands of model of the empirical analysis, including the calculation of the Shanghai index and the Modification method, which involves the csi 300 strands 50 stocks csi 300 and the correlation, and the investment risk. This paper focused on the exploration of Shanghai index calculation and correction method, It analysis all sorts of fixed methods in the Shanghai market, and it also includes the profit and risk of portfolio in Csi 300 and the overall relevance of it, including various statistical data method of stock markets. Key words: Statistics, Securities Market, futures market, stock market index，Investment risk I Abstract............................................................................................ II 引言...............