| 数学金融中的经验与洞察 |
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| 引用本文： | 卡尔·古斯塔夫森,邬德云. 数学金融中的经验与洞察[J]. 上海金融学院学报, 2010, 0(4): 35-41 |
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| 作者姓名： | 卡尔·古斯塔夫森 邬德云 |
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| 作者单位： | 1. 美国科罗拉多大学博尔德分校数学系
2. 上海金融学院国际金融研究院 |
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| 摘 要： | 本文阐述了作者数学金融中的经验与洞察,系统介绍了数学金融的发展及研究模型,并对数学金融应用于实践边界等问题提出了自己的观点,分析了尤其是在面临风险的情况下,非数学要素往往起到的决定作用,如人性因素、制度因素等等。
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| 关 键 词： | 数学金融 金融风险 金融改革 |
Experiences and Insights in Mathematical Finance |
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| Affiliation: | Karl Gustafson |
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| Abstract: | This paper based on the author＇s experience, described the experience and insight in mathematics finance, systematically introduces the development of mathematical financial and research model, put forward his own views that the application of mathematics finance to practical boundary problems, especially in the face of the risk circumstances, The non-mathematical elements often plays decisive factor, such as human factors and institutional factors. |
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| Keywords: | mathematics finance financial risk financial reform |
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