引用本文: | 金治明,段小龙.金融危机与金融数学[J].国防科技大学学报,1999,21(3):123-128.[点击复制] |
Jin Zhiming,Duan Xiaolong.The Financial Crisis of Southeast Asia and Mathematical Finance[J].Journal of National University of Defense Technology,1999,21(3):123-128[点击复制] |
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金融危机与金融数学 |
金治明, 段小龙 |
(国防科技大学 系统工程与数学系 湖南 长沙 410073)
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摘要: |
本文从东南亚金融危机出发, 介绍了金融工程与金融数学的基本内容, 特别介绍了获得1997年诺贝尔经济学奖的Black-Scholes工作, 提出对开展金融数学研究的见解。 |
关键词: 金融危机, 金融工程, 金融数学 |
DOI: |
投稿日期:1998-08-24 |
基金项目: |
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The Financial Crisis of Southeast Asia and Mathematical Finance |
Jin Zhiming, Duan Xiaolong |
(Department of System Engineering and Applied Mathematics, NUDT, Changsha, 410073)
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Abstract: |
In this paper, the financial crisis of Southeast Asia and the fundamental content, especially the job of Black and Scholes that won Nobel Prize in economics in 1997 is discussed. This paper also suggests that the research on mathema ties of finance should be carried out. |
Keywords: financial conjuncture, financial engineering, financial mathematics |
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