对证券市场风险问题防范的思考.docVIP

. . . . 对证券市场风险问题防范的思考 摘 要 当代经济发展中，证券风险是最重要的课题之一。我们在证券投资市场上，可能遇到各种各样的风险，如外汇风险，利率风险，信用风险，流动性风险，证券市场价格风险等。本文主要探讨证券投资中的各种风险的测量及怎样防范风险从而降低风险的损害。 ? 本文从数学的角度与证券投资角度来剖析这些风险的各种属性，运用统计学，运筹学等方面的知识来进行风险管理。阐述基于我国当前现状的视角下，通过对发达国家的借鉴以探析我国证券市场风险管理方案。 ? 本文将首先从风险的定义开始论述，具体说明各种证券风险的分类与具体成因，让读者对风险这个专业术语有一个具体的认识，并初步提出一些风险管理的方法。 ? 接着是本文的核心部分，在这里我介绍证券风险的测量与预测。我从测量与预测两个过程来阐述，这要涉及大量的数理统计的知识和若干相数学模型。 最后，我会对一些风险管理策略进行比较与选择，并介绍一些选择的原则和配合运用各种方法以达到风险管理的最大效果。 ? 关键词： 风险识别；风险测量；风险预测；风险防范策略 Reflections on the stock market risk prevention Abstract Modern economic development, equity risk is the most important issue. We invest in the securities market, may encounter a variety of risks, such as foreign exchange risk, interest rate risk, credit risk, liquidity risk, market prices of securities and other risks. This paper discusses the various measurements securities investment risks and how to prevent risks in order to reduce the risk of damage. From the perspective of investment securities and mathematical point of view to analyze the various attributes of these risks, the use of knowledge of statistics, operations research and other aspects to carry out risk management. Elaborated based on the current status quo of Chinas Perspective, by reference to the developed countries of Chinas securities market risk management program. Then there is the core part of this paper, here I introduce securities risk measurement and prediction. My two process from measurement and prediction to elaborate, this will involve a lot of statistics in the knowledge and some mathematical model. Finally, Im on some risk management strategy is comparison and selection, and introduce some selection principle and cooperate with using various techniques to achieve maximum effect of risk management. Key words:risk identification;risk;measure;risk;prediction;risk prevention strategies ? 目 录 TOC \o 1-3 \h \z \u 1 绪论 7 1.1 研究背景 7 1.2 研究内容和意义 7 1.3 研究方法和研究思路 7