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.
出处
《国防科技大学学报》
EI
CAS
CSCD
1999年第3期123-128,共6页
Journal of National University of Defense Technology