摘要
主要通过非套利原理和风险中性原理,对金融衍生证券价格的数学期望和高维积分表示的推导过程进行研究分析,为进一步探讨金融衍生证券定价的数值分析方法提供良好理论基础。
By using no-arbitrage principle, neutral-risk principle, this paper chiefly analyses and discusses the problem on representing the valuation of financial derivative securities as mean and high-dimension integral, and gives a good theoretical foundation for further research on valuation of financial derivative securities.
出处
《杭州电子工业学院学报》
2003年第3期95-98,共4页
Journal of Hangzhou Institute of Electronic Engineering
关键词
非套利原理
风险中性原理
金融衍生证券
价格
数学期望
高维积分
financial derivative securities
mathematicalexpec tation and high-dimension integral
no-arbitrage principle
