金融衍生证券定价数值估计的理论分析  

Theoretical Analysis of the Numerical Estimation Methods for Pricing Financial Derivative Securities

作　　者：马俊海[1] 刘凤琴[1] 

机构地区：[1]浙江万里学院商学院,浙江宁波315100

出　　处：《杭州电子工业学院学报》2003年第3期95-98,共4页Journal of Hangzhou Institute of Electronic Engineering

摘　　要：主要通过非套利原理和风险中性原理,对金融衍生证券价格的数学期望和高维积分表示的推导过程进行研究分析,为进一步探讨金融衍生证券定价的数值分析方法提供良好理论基础。By using no-arbitrage principle, neutral-risk principle, this paper chiefly analyses and discusses the problem on representing the valuation of financial derivative securities as mean and high-dimension integral, and gives a good theoretical foundation for further research on valuation of financial derivative securities.

关 键 词：非套利原理 风险中性原理 金融衍生证券 价格 数学期望 高维积分 

分 类 号：F830.91[经济管理—金融学] F224