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。
Mathematical models play a significant role to traders in financial marketThe well known portfolio selection models and pricing models of financial derivative instruments are two breakthronghs of mathematical models in financeThe capital asset pricing model is a very valuable one following with these two sort of modelsFurther developments and applications of these models are two attracting topics in this field
出处
《中国管理科学》
CSSCI
1998年第1期1-9,共9页
Chinese Journal of Management Science
基金
国家自然科学基金