中国管理科学 ›› 1998, Vol. ›› Issue (1): 1-9.
• 论文 • 下一篇
夏玉森1, 汪寿阳2, 邓小铁3
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Xia Yusen1, Wang Shouyang2, Deng Xiaotie3
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摘要： 数学模型对于金融市场中的交易者有着非常重要的作用,数学模型应用于金融市场研究的重大突破是证券组合投资模型和金融衍生工具定价模型的出现,资本资产定价模型是由此发展起来的具有重大应用价值的金融数学模型。这些模型的发展和应用仍是当今金融领域的研究热点问题。本文将概括性地介绍一些模型和它们的应用。
关键词: 金融数学模型, 证券组合, 资产定价, 金融衍生工具定价, 风险管理
Abstract: Mathematical models play a significant role to traders in financial market. The well known portfolio selection models and pricing models of financial derivative instruments are two breakthronghs of mathematical models in finance. The capital asset pricing model is a very valuable one following with these two sort of models. Further developments and applications of these models are two attracting topics in this field.
Key words: Mathematical models, portfolio selection, pricing models, risk management
夏玉森, 汪寿阳, 邓小铁. 金融数学模型[J]. 中国管理科学, 1998, (1): 1-9.
Xia Yusen, Wang Shouyang, Deng Xiaotie. Mathematical Models in Finance[J]. Chinese Journal of Management Science, 1998, (1): 1-9.
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