数学知识在若干金融问题中的应用

Application of Mathematics in Finance

金融数学是运用数学理论和方法,研究金融运行规律的一门新兴边缘学科。本文对金融数学的基本概念、产生发展的历史做了简要阐述。重点论述支撑金融数学的主要理论框架,以及数学知识在金融问题中的应用,在此基础上分析目前存在的问题,并对金融数学的未来进行展望。

Financial Mathematics is a new interdisciplinary that uses mathematical theory and methods to research the operating law of finance. This article describes the origin and basic concept of Financial Mathematics, including its development briefly. It focuses on main theoretical framework that prop up Financial Mathematics and how to utilize mathematical knowledge to solve financial issues, and analyzes the main problems when use mathematical knowledge to solve financial issues. Finally the article make a forecast to the future of Financial Mathematics.