摘要
以二次华尔街革命为线索,简述了金融数学的产生和发展的过程,金融数学的基本理论以及最新理论进展,最后展望了金融数学发展的前沿课题和前景.
After half a century of expansion and amendments,financial mathematics has developed into an inter-discipline which has its independent theoretical system.Using the second Wall Street revolution as clues,the present paper introduced the emergence and development of financial mathematics.The basic theory and the latest theoretical advances of financial mathematics were illustrated.Finally,we look into the future of the development of financial mathematics topics and prospects.
出处
《重庆文理学院学报(自然科学版)》
2010年第6期24-27,共4页
Journal of Chongqing University of Arts and Sciences
基金
陕西省教育厅自然科学基金资助项目(07KJ252)
关键词
金融数学
投资组合选择理论
资本资产定价模型
期权定价
金融衍生工具
mathematical finance
theory of portfolio selection
capital asset pricing model
option pricing
financial derivatives