主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
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Chinese Journal of Management Science ›› 1998, Vol. ›› Issue (1): 1-9.

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Mathematical Models in Finance

Xia Yusen1, Wang Shouyang2, Deng Xiaotie3   

  1. 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: 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