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Development And Trend Of Finance Mathematics In Chinese And Foreign

Posted on:2009-08-05Degree:MasterType:Thesis
Country:ChinaCandidate:J P WangFull Text:PDF
GTID:2189360272971977Subject:Basic mathematics
Abstract/Summary:PDF Full Text Request
Financial mathematics is a marginal subjects, its most notable features is the effective use of mathematical methods found proof of financial and economic operation of some laws. The financial history of the development of mathematics research in the financial mathematics research and practice have important financial guidance. This paper briefly describes the financial mathematical theories and methods, and then focused on the domestic and foreign financial mathematical process of development and the status quo, the last on financial mathematics and the future development trend of the future financial mathematics are given the challenges faced by a number of views.This paper is divided into three chapters. Chapter 1 introduction outlines the definition of the concept of financial mathematics, financial mathematics in the mathematical theory and methods, and basic theory of progress in financial mathematics. Chapter 2 details on the domestic and foreign financial mathematics research and development process and the status quo. Chapter 3 in the second chapter, on the basis of the development of mathematics on the future financial direction is given a number of prospects. Including the financial model Huazuo a little thought is given a number of financial mathematics problems and prospects of the frontier, the last on the future financial trends in the development of mathematical theories and mathematical finance the development of the challenges facing the view is a bit.
Keywords/Search Tags:Financial mathematics, Capital asset pricing, Option pricing, Portfolio
PDF Full Text Request
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