金融統計分析

科目情報

科目名	金融統計分析 Statistical Analysis in Finance
種別	特別科目（高大連携講座対象科目）
単位	2単位
大学名	流通科学大学
担当教員	森澤　龍也　教授
開講期間	前期 (4/11～7/25)
開講日・時間	木曜　18:15～19:45
対象学年	3年次以上
募集人員	50名程度

科目内容

金融における基礎的な概念および統計分析の手法を講義します。

到達目標は大きくまとめて次の3 点です。

①金融の基礎概念（金利、割引現在価値など）を習得できる。

②基礎的な統計分析（平均・分散・標準偏差・共分散・相関係数・回帰分析など）を習得できる。

③電卓の基礎的な操作方法（√計算、メモリー機能の使い方）を習得できる。

回数	講義内容
1	金融統計分析序論
2	金利計算① : 基本概念
3	金利計算② : 単利と複利
4	割引現在価値① : 基本概念
5	割引現在価値② : 債券価格の計算
6	割引現在価値③ : コンソル債価格の計算
7	基本的な統計指標① : 平均・分散・標準偏差
8	基本的な統計指標② : 共分散・相関係数
9	回帰分析① : 最小二乗法の基本
10	回帰分析② : 決定係数
11	回帰分析③ :t 検定
12	金融派生商品① : 先物・先渡
13	金融派生商品② : スワップ
14	金融派生商品③ : オプション
15	総復習
16	期末試験

評価方法

小試験: 30%

本試験: 70%

教科書

特定の教科書は使用しません。ただし、電卓（√計算・メモリー機能付き）を毎回必ずご持参下さい。手持ちでない場合は購入して下さい。
携帯電話の電卓機能は√計算機能がなく、使用不可とします。ご注意ください。

参考図書

基本的に板書で講義を行います。必要に応じて、担当者作成の講義レジュメおよび参考資料を配布します。参考文献については講義中に適時、紹介します。

履修にあたって

金融論・統計学の基礎を前提とします。

講義中での私語は厳禁です。

質問を歓迎いたします。いつでもご遠慮なくお尋ねください。

高大連携講座受講生へ

大学の講義には、概念を専門的に掘り下げるという性質があります。高校の授業とは一味違った醍醐味を味わってください。

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Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141

Strict Standards: Non-static method CCalendar::IsHoliday() should not be called statically, assuming $this from incompatible context in /usr/home/aa160ypjcg/html/php/CCalendar.php on line 141