| 有限离散时间金融市场模型 |
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| 引用本文： | 何声武 李建军. 有限离散时间金融市场模型[J]. 数学进展, 1999, 28(1): 1-28 |
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| 作者姓名： | 何声武 李建军 |
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| 作者单位： | 华东师范大学统计系!上海，200062，中国 |
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| 摘 要： | 本文希望有助于数学（特别是概率方向的）工作者理解在进入数理金融领域时可能会遇到的概念和问题。为此，我们选取最简单的数学模型－有限离散时间金融市场模型。讨论该模型可以减少数学上的困难，从而注意金融背景，这也是数学工作者比较陌生和更为需要的。
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| 关 键 词： | 数理金融 离散时间 定价 投资组合 金融市场模型 |
Financial Market of Finite Discrete Time Model |
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| He Shengwu, Li Jianjun, Xia Jianming. Financial Market of Finite Discrete Time Model[J]. Advances in Mathematics(China), 1999, 28(1): 1-28 |
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| Authors: | He Shengwu Li Jianjun Xia Jianming |
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| Abstract: | This paper is supposed to help mathematicians (especially probabilitists) who want to get into the field of Mathematical Finance understand the concepts and problems they may meet. In order to realize this purpose, we choose financial market of finite discrete time: the most simple model in Mathematical Finance. In the model, we can concentrate on the background of finance, which is more unfamiliar to and more needed for mathematician, by decreasing difficulty in mathematics. |
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| Keywords: | mathematical finance discrete time European(American) contingent claims pricing |
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