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.

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Mathematical Models in Finance

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