金融危机与金融数学  

The Financial Crisis of Southeast Asia and Mathematical Finance

作　　者：金治明[1] 段小龙[1] 

机构地区：[1]国防科技大学系统工程与数学系

出　　处：《国防科技大学学报》1999年第3期123-128,共6页Journal of National University of Defense Technology

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。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.

关 键 词：金融危机 金融工程 金融数学 东南亚 随机积分 

分 类 号：F820.5[经济管理—财政学] F224