期刊文献+

浅析金融数学模型 被引量:1

原文传递
导出
摘要 主要介绍了数学模型在金融领域中的发展及应用,阐述资本资产定价模型的应用价值,证券组合投资模型和金融衍生工具定价模型对金融市场影响,并分析了数学摸型对金融市场的预测作用。
作者 豆中丽
出处 《才智》 2014年第24期163-163,共1页 Ability and Wisdom
  • 相关文献

参考文献4

二级参考文献29

  • 1彭实戈.倒向随机微分方程及其应用[J].数学进展,1997,26(2):97-112. 被引量:72
  • 2[1]BACHELIER L. Theorie de la speculation[M]. ph D. dissertation. I ecole Nornale Superieure, 1900(English translation in Paul H. cootner.) The random character of stock mark prices. MA: MIT Press, 1964.17-78.
  • 3[2]MARKOWITZ H. Portfolio selection[J]. Journal of Finance, 1952, 7(1): 77-91.
  • 4[3]SHARP W F. Capital asset prices: A theory of market equilibrium under conditions of risk[J]. Journal of Finance, 1964, 19(1): 425-442.
  • 5[4]LINTTNER J. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets[J]. Review of Economics and Statistic, 1965, 47(2): 13-37.
  • 6[5]BRENNAN. Capital market equilibrium with divergent borrowing and lending rates[J]. Journal of Financial and Quantitative Analysis, 1971, 25(4): 408-419.
  • 7[6]RENOLD F. Singer: Endogenous marginal income tax rates, Investor behavior and the capital asset pricing model[J]. Journal of Finance, 1979, 34(2): 1989-2005.
  • 8[7]MAYERS. Nonmarketable asset and capital market equilibrium under uncertainty[J]. Studies in Theory of Capital Markets, 1972, 21(2): 554-572.
  • 9[8]NEY C Brito. Portfolio selection in an economy with marketably and short sales restriction[J]. Journal of Finance, 1978, 33(2): 1856-1868.
  • 10[9]LINDERBERG. Capital market equilibrium with pricing affecting institutional investors[J]. Portfolio Theory, 1979, 15(4): 387-398.

共引文献43

同被引文献2

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部