| 规范场理论和金融市场模型 |
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| 引用本文： | 李华钟. 规范场理论和金融市场模型[J]. 物理, 2006, 35(09): 740-749. |
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| 作者姓名： | 李华钟 |
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| 作者单位： | 1.中山大学高等学术研究中心广州510275 |
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| 摘 要： | 文章介绍近年理论物理在金融学市场建模中的应用的一个新方向，与一般的数学建模不同，它是应用几何结构的模型，建立在规范场的物理思想和纤维丛的几何结构的基础上.文章介绍了规范场的物理概念思想原则，也介绍纤维丛数学概念和几何结构，然后说明规范场理论与纤维丛理论的相结合，成为与金融市场概念和运作相匹配的市场模型，举出这一模型成功引导出金融市场产品定价的Black-Scholes方程和公式.文章对象以物理学者为主，对于理论经济学、金融理论和系统科学的读者来说可略去数学推导.
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| 关 键 词： | 金融资产定价 规范对称 纤维丛应用 |
Gauge theory and financial market model |
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| Gauge theory and financial market model[J]. PHYSICS, 2006, 35(09): 740-749. |
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| Affiliation: | 1.中山大学高等学术研究中心广州510275 |
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| Abstract: | An introduction to modelling of the financial market by applying the gauge theory of modern theoretical physics is presented. The relationships between physics concepts and financial concepts are first described, followed by an explanation of the ideas in gauge theory and fibre bundle mathematics. We demonstrate how the combined structure of gauge theory and fibre bundles provides a framework for financial market models.A simple model of the foreign currency market and the Black-Schales equation are described as interesting examples of the gauge model. |
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| Keywords: | financial assets pricing gauge symmetry fibre bundle application |
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