有限离散时间金融市场模型

Financial Market of Finite Discrete Time Model

本文希望有助于数学（特别是概率方向的）工作者理解在进入数理金融领域时可能会遇到的概念和问题．为此，我们选取最简单的数学模型──有限离散时间金融市场模型．讨论该模型可以减少数学上的困难，从而注意金融背景，这也是数学工作者比较陌生和更为需要的．

This paper is supposed to help mathematicians (especially probabilitists) who want to get into the field of Mathematical Finance understand the concepts and problems they may meet. In order to realize this purpose, we choose financial market of finite discrete time: the most simple model in Mathematical Finance. In the model, we can concentrate on the background of finance, which is more unfamiliar to and more needed for mathematician, by decreasing difficulty in mathematics.