金融数学模型

Chinese Journal of Management Science ›› 1998, Vol. ›› Issue (1): 1-9.

Mathematical Models in Finance

Xia Yusen¹, Wang Shouyang², Deng Xiaotie³

1. Institute of Systems Science, Chinese Academy of SciencesBeijing;
2. Department of Management Science, National Natural Science Foundation of China, Beijing;
3. Department of Computer Science, City University of Hong Kong, Kow loon, Hong Kong

Received:1997-10-06 Online:1998-03-28 Published:2012-03-06

Abstract

Abstract: Mathematical models play a significant role to traders in financial market. The well known portfolio selection models and pricing models of financial derivative instruments are two breakthronghs of mathematical models in finance. The capital asset pricing model is a very valuable one following with these two sort of models. Further developments and applications of these models are two attracting topics in this field.

Key words: Mathematical models, portfolio selection, pricing models, risk management

Xia Yusen, Wang Shouyang, Deng Xiaotie. Mathematical Models in Finance[J]. Chinese Journal of Management Science, 1998, (1): 1-9.

[1]	Zhong Shen,Xingmei Li. An Expanded Model for Project Portfolio Selection with Considering of Three Synergies [J]. Chinese Journal of Management Science, 2024, 32(8): 139-148.
[2]	Aizhong Li,Ruoen Ren,Jichang Dong. Graph Network Risk Perception and Sparse Low-rank Portfolio Management Strategy [J]. Chinese Journal of Management Science, 2024, 32(4): 58-65.
[3]	ZHAO Da-ping, BAI Lin, FANG Yong, WANG Shou-yang. A Robust Portfolio Selection Model Based on Investor’s Views [J]. Chinese Journal of Management Science, 2022, 30(9): 1-9.
[4]	ZHANG Yong, LONG Wan-rong, YANG Xing-yu, ZHANG Wei-guo. Improved Exponential Gradient Portfolio Strategy Based on Online Algorithm [J]. Chinese Journal of Management Science, 2022, 30(9): 49-60.
[5]	ZHU Jian-bo, SHI Qian-qian, ZHANG Jin-wen, SHENG Zhao-han. An Incentive Model in Risk Management of Mega Project Considering Insurance Company Involved [J]. Chinese Journal of Management Science, 2022, 30(6): 1-10.
[6]	ZHANG Peng, LI Ying, ZENG Yong-quan. Time-consistent Strategy for Themultiperiod Fuzzy Portfolio Selection with Real Constraints [J]. Chinese Journal of Management Science, 2022, 30(4): 42-51.
[7]	HUANG Xiao-qiong, HAN Yun-xiang. Formulation of Control Scheme for Traffic System [J]. Chinese Journal of Management Science, 2022, 30(2): 150-155.
[8]	ZENG Yong-quan, ZHANG Peng. Multi-period Mean-semi-absolute Deviation Portfolio Selection with Entropy Constraint [J]. Chinese Journal of Management Science, 2021, 29(9): 36-43.
[9]	MA Shao-yi, LI Xing-mei, LI Jin-meng. Research on Project Portfolio Selection Problem Affected by Flexible Time Horizon and Value Fluctuation [J]. Chinese Journal of Management Science, 2021, 29(8): 106-115.
[10]	ZHANG Peng, ZENG Yong-quan. Multiperiod Mean Semi-absolute Deviation Portfolio Selection with Total Short Selling Constraints [J]. Chinese Journal of Management Science, 2021, 29(6): 60-69.
[11]	XU Qi-fa, LIU Shu-ting, JIANG Cui-xia. Portfolio Selection with Conditional Skewness Estimated via MIDAS Quantile Regressions [J]. Chinese Journal of Management Science, 2021, 29(3): 24-36.
[12]	LI Jin, SHEN Su-hao, SUN Xiao-lei, XING Xiao. Identification and Classification for Risk Paths in the Context of Cross-Border Important Data Flow [J]. Chinese Journal of Management Science, 2021, 29(3): 90-99.
[13]	YAN Guan, LIU Zhi-dong. Systemic Risk in China's Interbank Liability Networks Based on the Bayesian Methodology [J]. Chinese Journal of Management Science, 2020, 28(4): 14-26.
[14]	CHAI Shang-lei, ZHOU Peng. Measuring the Integrated Risk of Carbon Financial Market by a Non-parametric Copula-CVaR Model [J]. Chinese Journal of Management Science, 2019, 27(8): 1-13.
[15]	LIU Jia-guo, CUI Jin, ZHOU Huan, WAN Zi-qian, CAO Jing. Research on Ship Navigation Risk assessment Method Based on HHM-RFRM [J]. Chinese Journal of Management Science, 2019, 27(5): 174-183.

Mathematical Models in Finance

PDF (PC)

Knowledge

Abstract

Cite this article

share this article

References

Related Articles 15

Metrics

Comments

Recommended 0