Financial Mathematics

Peng Shige: the Founder of Financial Mathematics in China

彭实戈：中国金融数学奠基人

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Therefore, option pricing problem is one of the important research topics in current financial mathematics.

因此，期权定价问题是当前金融数学的重要研究课题之一。

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Option pricing theory is an important content of the financial mathematics. Its research and development have widely far-reaching influence on finance and capital markets. Recently, there appeared new varieties derived from the standard options on the international financial derivatives markets.

期权定价理论是金融数学的一个重要内容，它的研究和发展对金融学和资本市场都有着广泛深远的影响。

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In financial mathematics, a series of stock prices is regarded as a sample path of stochastic process. Thus the realization of these stock prices is only an event with zero probability.

在金融数学里，股价只被看成是一个随机过程的一根样本轨道，这样一只股票的一组股价的实现只是一个零概率事件，分析起来当然也就毫无意义。

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The AMSS is also preparing to build the Research Center of Dynamic Systems, the Research Center of Financial Mathematics, the Research Center of Biological Information, etc.

目前正在积极筹备的有动力系统研究中心，金融数学研究中心，生物信息学研究中心等。

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Option pricing plays an important role in financial mathematics research.

期权定价在金融数学研究中有着重要的地位。

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The calculation of the large symplectic matrix eigenvalue is very important to analyze the dynamic ( static) force in sub-structural chain, it is also used in optimal control of large-scale systems in discrete-time as well as financial mathematics.

大型辛矩阵特征值的计算在子结构链的动（静）力分析中十分重要，在离散时间最优控制大系统分析及金融数学中都有重要应用。

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Secondly, based on the unilateral default contagion model, this paper deprives the joint distribution of the default times from the financial mathematics theories, such as the probability, measure theory, stochastic analysis, etc.

其次，本文在给定的单向违约传染模型的基本条件下，运用概率测度、随机分析等金融数学知识，推导出了A、B的违约停时的联合密度分布。

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In financial mathematics the pricing of securities is an important and meaningful issues which is of both theoretical and practical value, and has always been one of issues in Chinese security market.

近期在金融数学中，证券定价是一个既有理论意义又有实际应用价值的重要问题，是我国证券市场引人关注的问题之一。

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Financial Mathematics and Financial Engineering ── New Technology of Corporate Finance and Keeping away Financial Risk

金融数学及金融工程学&公司理财和金融风险防范的高新技术

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Insurance and risk problem is one of the important research contents of financial mathematics.

保险问题和风险问题是金融数学的重要研究内容之一。

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However the option price is difficult to obtain from the market directly. So options pricing has always been concerned as an important problem in financial mathematics.

但是期权的价格很难从市场中直接反映或获得，因此期权定价问题一直都是金融数学所关心的一个重要问题。

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In the early 50's Markowitz advanced portfolio theory. From that time on, finance stepped into the stage of quantificational analysis, which can be regarded as the beginning of financial mathematics.

从50年代初马科维茨提出证券组合理论开始，金融学进入了定量分析的阶段，这可以看作是金融数学的开端。

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A large quantity of theoreticians and practioners are now making theory innovations and practice testing in the field of financial mathematics.

现在，更是有大批的理论家与实践者进行着金融数学的理论创新和实践检验。

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Optimal consumption and investment is a most fundamental problem in Financial Mathematics, the research of which originates from Merton ( 1969, 1971).

在金融数学中，一个最基本的问题就是最优消费投资问题。

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Considering the Problem for Financial Mathematics Teaching Reform

对金融数学专业教学改革问题的思考

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Secondly, recurring to the measurement of risk in financial mathematics and extending the definition of the variance, a risk function of demand is obtained for the price variable.

其次，借助于金融数学中风险的度量，通过推广方差的定义，得到了价格变量的需求风险函数；

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The pricing of finanical derivatives is a core content in the field of Financial Mathematics, Finance Engineering.

衍生产品定价是金融数学、金融工程的核心内容之一。

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The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.

本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。

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In this paper we apply the methods of financial mathematics to explain the definition of Duration, which is besed on the basic conceptions of bond. By using the experiment results of R.

本文从债券最基本的概念入手，利用金融数学的观点方法，阐明久期的定义，并总结出久期的性质，利用性质分析免除战略的基本原理。

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Research on Ruin Theory and Its Application in Financial Mathematics

破产理论研究及其在金融数学中的应用

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The risk theory is the basic discipline of learning financial mathematics and the actuarial mathematics of insurance and its core is the study of the ruin theory.

风险理论是金融学和精算学的基础，而其核心问题是破产理论的研究。

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Financial Mathematics is a newly forward subject that researches on financial problems by utilizing mathematical modeling, theoretical analysis and computation of numerical value.

金融数学是利用数学建模、理论分析、数值计算等定量分析方法研究金融问题的一门新兴前沿学科。

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Therefore, the importance of the option valuation in derivative securities and financial mathematics has never been overestimated.

另外，期权作为衍生证券、金融工具的建筑砌块，期权定价的重要性无论怎样强调都不过分。

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Uniqueness of Solutions for Two Classes of Cauchy Problem and Their Applications to Financial Mathematics

两类Cauchy问题解的唯一性及其在金属数学中的应用

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Such kinds of problems have great significance in the fields of population prediction and control, porous media fluid mechanics, financial mathematics and other applied science.

此类问题在人口预测与控制，多孔介质流体力学，以及金融衍生产品定价等许多应用科学领域有重要意义。

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Solving these problems required the integrated use of financial mathematics, insurance, probability, stochastic analysis and optimization.

解决这些问题需要综合运用金融数学与保险数学领域的多种理论和方法。

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The optimal consumption and investment strategy problem is one of the basic problems of financial mathematics, receives extensive attention at home and abroad.

最优消费和投资策略问题一直是金融数学的基本问题之一，受到国内外研究者的广泛关注。

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This article first chapter introduced the financial mathematics and the stock investment related concept as well as financial mathematics and the stock investment close relations briefly.

本文第一章简要介绍了金融数学和股票投资的有关概念以及金融数学与股票投资的紧密关系。

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By using the stochastic analysis methods, the optimal consumption and investment portfolio problem under the uncertain environment has become a very important area in financial mathematics.

摘要：利用随机数学研究未定环境下的最优消费投资问题已成为金融数学中一个重要的领域。

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