浅析数学方法在数理金融课程中的应用  

On applying mathematical methods to mathematical finance

作　　者：杨春志[1] 向伟[1] 李宁[1] 

机构地区：[1]淮南师范学院金融学院,安徽淮南232038

出　　处：《淮南师范学院学报》2017年第3期120-122,共3页Journal of Huainan Normal University

摘　　要：随着应用型金融人才的社会需求量的不断增加,许多高校开设了数理金融专业课程。为了了解数理金融的数学思想,针对数理金融中的不同案例,运用数学分析、常微分方程和概率论与线性代数的相关定理,求解案例中的相关问题。通过案例分析,有助于掌握数学思想在数理金融中的实际应用,增强数学分析能力。As the demand of applied financial talents is continuously increasing, many colleges and universities set up the specialized courses of mathematical finance. In order to understand the mathematical thinking for mathematical finance, we used mathematical analysis, related theorem of ordinary differential equations, probability theory and linear algebra to solve the related problems for different financial cases.Case analysis is helpful to grasp the actual application of mathematical thinking in mathematical finance,and strengthen mathematical analyzing ability.

关 键 词：数理金融 数学方法 案例 分析 

分 类 号：G642[文化科学—高等教育学]