浅析金融市场流动性风险.doc
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浅析金融市场流动性风险,financial market liquidity risk exploration内容摘要 收益和风险是投资活动中必须考虑的两个基本要素。这里所指的投资活动主要基于市场。而在整个市场体系中，金融市场是最基本的组成部分之一，是联系其他市场的纽带。可以说金融市场的发展对整个市场体系的发展起着举足轻...
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浅析金融市场流动性风险
Financial market liquidity risk exploration
内容摘要
收益和风险是投资活动中必须考虑的两个基本要素。这里所指的投资活动主要基于市场。而在整个市场体系中，金融市场是最基本的组成部分之一，是联系其他市场的纽带。可以说金融市场的发展对整个市场体系的发展起着举足轻重的制约作用。探索研究金融市场的流动性风险也就显得极具意义。
本篇论文将对金融市场流动性风险这一课题进行研究。文献将从系统科学的角度出发，着眼于金融市场的整体，借用数学模型的方法结合数理统计及运筹学知识，来剖析金融市场流动性风险的本质及其所造成的影响，并结合计算机的应用寻求最优的规避风险的方法，使投资者能够在金融市场中获得最优的回报。
为了规避风险，我们必须了解风险的来源，流动性风险的来源种类多样，本文将主要研究对个体投资者和机构投资者影响的因素，网络信息的传播对个体投资者心理的影响，进而有可能导致的盲目投资与停顿滞后，造成的整个投资风险。对批发资金来源和抵押品的依赖程度等因素对银行等机构投资者的影响力也比较大。辨别与规避风险的方法也将在文中阐述。
关键词：金融市场 流动性风险 数学建模 投资回报
Abstract
Return and risk are two basic elements that must be considered investment activities. Investments referred to here is mainly based on the market. In the whole market system, the financial markets is the most basic part of one bond is linked to other markets. You can say that the development of financial markets on the development of the entire market system plays an important role in the constraints. Exploration and research of financial market liquidity risk also seems very meaningful.
This thesis will be liquidity risk in financial markets on the subject studied. Scientific literature from the system perspective, focusing on the financial markets as a whole, to borrow a combination of mathematical models and mathematical statistics, operations research knowledge to analyze the nature of liquidity risk in financial markets and its impact caused by the combined application of computer seek the best way to avoid the risk so that investors can get the best returns in the financial markets.
In order to avoid risks, we must understand the sources of risk, liquidity risk sources of species diversity, this paper will study the main factors affect the spread of individual investors and institutional investors, the impact of network information on the individual investor psychology, and thus it is possible blind investment and pause caused by lag, caused the entire investment risk. Dependence on wholesale funding sources and the degree of influence factors on collateral banks and other institutional investors are also relatively large. Identify and risk-averse approach will also be described in the text.
Keywords: Financial market Liquidity risk Mathematical Modeling Return on Investment
目录
摘要
中文摘要........................................................................................................................3
英文摘要........................................................................................................................4
正文
第一章.绪论..................................................................................................................6
1.1选题背景和选题意义.........................................................................................6
1.2国内外研究现状...................................................................................7
1.3本文主要内容和创新之处.....................................................................9
第二章.理论基础.........................................................................................9
2.1chi图...................................................................................................9
2.2多元线性回归理论..............................................................................10
2.3多主体系统理论.................................................................................13
第三章.影响流动性风险的因素分析.........................................................................15
3.1问题提出与分析................................................................................................15
3.2模型建立............................................................................................................18
3.3模型的求解........................................................................................................18
第四章.结论.................................................................................................................21
4.1对风险的总结....................................................................................................21
4.2对投资者的建议................................................................................................21
第五章小结............................................................................................................
Financial market liquidity risk exploration
内容摘要
收益和风险是投资活动中必须考虑的两个基本要素。这里所指的投资活动主要基于市场。而在整个市场体系中，金融市场是最基本的组成部分之一，是联系其他市场的纽带。可以说金融市场的发展对整个市场体系的发展起着举足轻重的制约作用。探索研究金融市场的流动性风险也就显得极具意义。
本篇论文将对金融市场流动性风险这一课题进行研究。文献将从系统科学的角度出发，着眼于金融市场的整体，借用数学模型的方法结合数理统计及运筹学知识，来剖析金融市场流动性风险的本质及其所造成的影响，并结合计算机的应用寻求最优的规避风险的方法，使投资者能够在金融市场中获得最优的回报。
为了规避风险，我们必须了解风险的来源，流动性风险的来源种类多样，本文将主要研究对个体投资者和机构投资者影响的因素，网络信息的传播对个体投资者心理的影响，进而有可能导致的盲目投资与停顿滞后，造成的整个投资风险。对批发资金来源和抵押品的依赖程度等因素对银行等机构投资者的影响力也比较大。辨别与规避风险的方法也将在文中阐述。
关键词：金融市场 流动性风险 数学建模 投资回报
Abstract
Return and risk are two basic elements that must be considered investment activities. Investments referred to here is mainly based on the market. In the whole market system, the financial markets is the most basic part of one bond is linked to other markets. You can say that the development of financial markets on the development of the entire market system plays an important role in the constraints. Exploration and research of financial market liquidity risk also seems very meaningful.
This thesis will be liquidity risk in financial markets on the subject studied. Scientific literature from the system perspective, focusing on the financial markets as a whole, to borrow a combination of mathematical models and mathematical statistics, operations research knowledge to analyze the nature of liquidity risk in financial markets and its impact caused by the combined application of computer seek the best way to avoid the risk so that investors can get the best returns in the financial markets.
In order to avoid risks, we must understand the sources of risk, liquidity risk sources of species diversity, this paper will study the main factors affect the spread of individual investors and institutional investors, the impact of network information on the individual investor psychology, and thus it is possible blind investment and pause caused by lag, caused the entire investment risk. Dependence on wholesale funding sources and the degree of influence factors on collateral banks and other institutional investors are also relatively large. Identify and risk-averse approach will also be described in the text.
Keywords: Financial market Liquidity risk Mathematical Modeling Return on Investment
目录
摘要
中文摘要........................................................................................................................3
英文摘要........................................................................................................................4
正文
第一章.绪论..................................................................................................................6
1.1选题背景和选题意义.........................................................................................6
1.2国内外研究现状...................................................................................7
1.3本文主要内容和创新之处.....................................................................9
第二章.理论基础.........................................................................................9
2.1chi图...................................................................................................9
2.2多元线性回归理论..............................................................................10
2.3多主体系统理论.................................................................................13
第三章.影响流动性风险的因素分析.........................................................................15
3.1问题提出与分析................................................................................................15
3.2模型建立............................................................................................................18
3.3模型的求解........................................................................................................18
第四章.结论.................................................................................................................21
4.1对风险的总结....................................................................................................21
4.2对投资者的建议................................................................................................21
第五章小结............................................................................................................
