金融投资收益与风险的数学模型及其应用论文.doc

金融投资收益与风险的数学模型及其应用 摘 要 运用数理统计、运筹学等理论和方法及计算机数学实验技术建立了金融投资收益与风险的优化模型，并利用Maple、Matlab软件求得模型在不同条件下的最优解。对于任意投资额均可用此模型求出获得最大期望收益时的资产搭配方案。研究结果表明，在市场经济条件下，要想获得较高的期望收益，必须把资金投向儿种不同收益、不同风险的金融资产上而不能选择无风险的同期银行存款。这将为投资者选择投资方案提供一定的理论依据和可行的投资决策方案。 关键词：金融投资；收益；风险；模型 Financial investment returns and risks of the mathematical model and its application Abstract Application of mathematical statistics, operational research and computer simulation to establish the profits and risks of financial investment optimization model, and the use of Maple software model is obtained under different conditions of the optimal solution. For any amount of investment the model can attain the maximum expected income assets collocation scheme. The results show that, under the condition of market economy, want to obtain higher expected returns, funds must be invested to infants with different benefits, different risk of financial assets and not without risk of bank deposits. This will provide investors investment options to provide certain theoretical basis and practical investment decision scheme. Key words: Financial；investment；Profit；Risk；Model 目 录 TOC \o 1-3 \h \z \u HYPERLINK \l _Toc324880954 摘 要 PAGEREF _Toc324880954 \h I HYPERLINK \l _Toc324880956 Abstract PAGEREF _Toc324880956 \h II HYPERLINK \l _Toc324880957 第一章 引 言 PAGEREF _Toc324880957 \h 1 HYPERLINK \l _Toc324880958 1.1 金融投资的概述 PAGEREF _Toc324880958 \h 1 HYPERLINK \l _Toc324880959 1.2 金融投资应用数学模型的背景 PAGEREF _Toc324880959 \h 5 HYPERLINK \l _Toc324880960 第二章 金融投资收益与风险的数学模型 PAGEREF _Toc324880960 \h 9 HYPERLINK \l _Toc324880961 2.1 金融投资风险与收益模型 PAGEREF _Toc324880961 \h 9 HYPERLINK \l _Toc324880962 2.2 不相关金融投资组合优化模型 PAGEREF _Toc324880962 \h 12 HYPERLINK \l _Toc324880963 第三章 金融投资收益与风险的数学模型实证分析 PAGEREF _Toc324880963 \h 16 HYPERLINK \l _Toc324880964 3.1 实证2.1模型 PAGEREF _Toc324880964 \h 16 HYPERLINK \l _Toc324880965 3.2 实证2.2模型 PAGEREF _Toc324880965 \h 20 HYPERLINK \l _Toc324880966 第四章结论 PAGEREF _Toc324880966 \h 23 HYPERLINK \