金融数学

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。

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.

期权定价在金融数学研究中有着重要的地位。

Option pricing plays an important role in financial mathematics research .

从Altman的Z评分模型看金融数学的哲学性

On the Philosophical Nature of Financial Maths from the Altman 's Z Score Model

引入虚拟变量对金融数学中的套利定价模型（APT）进行了改进，然后利用改进前与改进后的模型分别对我国深圳股市作了实证检验。

This paper deals with model improvement by quoting dummy variable . then , we do experimental test about Shenzhen stock market in APT model .

在金融数学中，Black-Scholes关于期权定价的工作是众所周知的。Black-Scholes模型将期权价格与基础股票价格联系起来，常数波动率描述风险。

It is widely recognized that the popular Black-Scholes model , which relates option prices to current stock prices and quantifies risk through a constant volatility parameter , is no longer sufficient to capture modern market phenomena .

期权定价理论是金融数学的核心内容。

The pricing of option is the core of mathematical finance .

破产理论研究及其在金融数学中的应用

Research on Ruin Theory and Its Application in Financial Mathematics

彭实戈：中国金融数学奠基人

Peng Shige : the Founder of Financial Mathematics in China

其中泰勒公式金融数学债券定价中的应用是全新的。

Especially , application of pricing method in financial bond is new .

这是现代金融数学的一项具有里程碑意义的突破性成果。

This is a breakthrough of modern Mathematical Finance .

金融数学模型发展的思考

On the Development of the Financial Mathematic Model

对金融数学专业教学改革问题的思考

Considering the Problem for Financial Mathematics Teaching Reform

保险问题和风险问题是金融数学的重要研究内容之一。

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

金融数学中的欧式期权定价方法

European Option Pricing Theory in Finance Mathematics

金融数学模型概述

The View of Mathematical Financial Models

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

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

新建地方院校金融数学专业本科人才培养探讨

Thought and Discussion on Training Undergraduate Student Majoring in Finance Mathematics In the Newly-established Local University

因此，期权定价问题是当前金融数学的重要研究课题之一。

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

金融数学是一门新兴的边缘科学，是数学与金融学的交叉。

Mathematical finance is a new frontier science , it is the intersection of mathematics and finance .

衍生产品定价是金融数学、金融工程的核心内容之一。

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

而投资银行对硕士学位专业人士（如金融数学）的需求越来越多。

And the appetite is growing for specialist postgraduate qualifications - such as financial maths - for investment banks .

之后，倒向方程理论及相关应用开始了飞速发展，尤其是在金融数学和随机控制领域。

The theory of BSDEs and its applications-have been improved significantly , e.g * in mathematical finance and stochastic-control problems .

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。

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

在金融数学与金融工程中，期权定价理论是我们的主要研究领域之一。

In financial Mathematic and Financial Engineering , the theory of options pricing is the core of our study fields .

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。

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

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

综合定价法是依据现代金融数学及相关的资产定价理论、金融工程理论、信息经济学理论提出的针对单个国债品种的国债定价方法。

According to modern financing mathematics and finance engineer theory synthetically pricing method educed a series of synthetically treasury security pricing method .

未定权益定价是金融数学研究的核心问题之一，它的发展对数学的许多分支起到了推动作用。

Contingent claims pricing is one of the kernel problems in financial calculus , whose development promotes many branches of mathematical field .

特定方向的硕士项目最近越来越流行从奢侈品营销到保健管理而金融数学学位尤其火爆。

Specialized master 's programs have been proliferating lately everything from luxury-goods marketing to health-care management but the financial-mathematics degree is especially hot .

对未定权益进行定价是金融数学领域内一个既具有理论意义又有实际应用价值的重要问题。

It is an important essay that studying the pricing of contingent claims is of theoretical significance and of practical value in financial mathematic .