贵金属交易品种的风险性分析毕业论文.doc

PAGE 本科学生毕业论文 题 目 贵金属交易品种的风险性分析 Risk analysis of trading varieties on precious metals PAGE I 摘 要 蒙特卡洛方法也称统计模拟方法，是二十世纪四十年代中期由于科学技术的发展和电子计算机的发明而被提出的使用随机数来解决计算问题的方法。蒙特卡洛方法在金融学，风险性分析，宏观经济学，计算物理学等领域有广泛的应用。 本文应用蒙特卡洛方法对贵金属交易品种的风险性进行分析，首先从统计模拟法的构造积分开始，构造交易品种风险性的概率过程。其次从正态的概率分布风险性概率结果进行抽样，得到风险价值函数参数估计。最后计算黄金、白银、铂金三种贵金属的风险系数，分析贵金属交易品种的风险性。得到黄金的风险性最高，其次为白银，铂金的风险性最小。 关键词 蒙特卡洛方法 风险性分析 概率分布 Abstract It is also known as statistical simulation method of Monte Carlo method, random number is used in twentieth Century forty time metaphase is proposed due to the development of science and technology and the invention of the computer and the method to solve the calculation problem. The Monte Carlo method in finance, risk analysis, macro economics, computational physics and other fields have a broad application. Analysis on the risk of the application of Monte Carlo method on precious metals trading varieties, builds the integral first from the statistical simulation method, probability process transactions risk structure. Secondly, from the probability of normal distribution of risk probability results of sampling, get the risk value function parameter estimation. The risk coefficient of gold, silver, platinum three precious metals last calculation, analysis of the risk of the precious metals trading varieties. The gold risk is highest, followed by silver, platinum risk minimum. Keywords Monte Carlo method Risk Analysis Sampling Distributions PAGE III 目 录 TOC \o 1-3 \h \z \u HYPERLINK \l _Toc390155520 摘 要 PAGEREF _Toc390155520 \h I HYPERLINK \l _Toc390155521 Abstract PAGEREF _Toc390155521 \h II HYPERLINK \l _Toc390155522 第1章 绪 论 PAGEREF _Toc390155522 \h 1 HYPERLINK \l _Toc390155523 1.1 选题的背景与意义 PAGEREF _Toc390155523 \h 1 HYPERLINK \l _Toc390155524 1.2 风险性分析的发展现状 PAGEREF _Toc390155524 \h 2 HYPERLINK \l _Toc390155525 1.3 蒙特卡洛模拟法的发展现状 PAGEREF _Toc390155525 \h 4 H