摘要
金融工程理论在金融工具定价、利率变化模型、金融风险控制技术、银行资产负债管理决策模型、保险数学等研究方面取得了最新进展。尽管金融工程的快速发展丰富了风险管理技术,但并没有也不能完全消灭金融风险,只是通过金融工具的组合运用,提供了分散风险的方法。金融工程的发展应该致力于建立和不断完善金融机构全面系统的内部风险控制体制。
Financial engineering theory has gotten newest progress in financial tool price, the change model of interest rate,financial risk control technology,bank asset liability management decision model and insurance mathematics aspect. Though its fast development enrich the risk management technology, but financial engineering can not also eliminate financial risk completely,although through the combination of financial tool, it offered the method to scatter the risk.The devl-opment of financial engineering should work for establishment and the continuously perfect internal risk control system of financial organization overall system.
出处
《华南金融研究》
2002年第5期3-8,共6页
South China Financial Research
