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数理金融学

金融数学(英语:Financial Mathematics)又称计量金融学(英语:Quantitative Finance)、数学金融学(英语:Mathematical Finance),是专为金融市场而设的应用数学。其本义上与金融经济学的范畴有密切的关系,然而前者所涉及的领域比较狭隘,理念也比后者抽象。一般而言,若金融经济学家研究一所企业当前股价的结构性原因,计量金融学家所做的便是利用当前股价作参考,以金融数学理论为基础去计算数值分析并取得相关衍生工具的公平价格(应值价格),以及风险估算。其核心内容就是研究随机环境下,投资组合、最优选择、资产定价理论。套利、最优与均衡是数理金融学的三大基本思想。

涉及计量金融的条目

计量工具

衍生工具定价

比较

参照

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数理金融学
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