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金融数学课程教学中复制资产策略的应用探析

On the application of the strategy of copying assets in the teaching of Financial Mathematics

Applied Mathematics Information / 2020,2(1): 9-13 / 2020-04-27 2429 3992

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• Authors: 何巍     
• Information:

  黑龙江财经学院，哈尔滨

• Keywords: 金融数学；复制资产；无套利原理
• Financial mathematics; Copying assets; No arbitrage principle
• Abstract: 金融数学是近年来新兴的一门前沿学科，它利用数学工具对金融学中 的理论和现象进行研究和分析，建立相应的数学模型，从而进行理论分析和数 值计算等定量分析，以求找到金融学内在的规律并用以指导实践。在金融数学 教学过程中，任课教师必须考虑数学工具的适用性和有效性。在一些命题的证 明中，巧妙地使用复制资产组合策略，能够简化金融数学教学的难度，使得证 明过程化复杂为简明，达到化难为易的教学效果。
• Financial mathematics is a new frontier subject in recent years. It uses mathematical tools to study and analyze the theories and phenomena in finance, establishes the corresponding mathematical model, and carries out quantitative analysis such as theoretical analysis and numerical calculation, so as to find the internal laws of Finance and guide practice. In the process of financial mathematics teaching, teachers must consider the applicability and effectiveness of mathematical tools. In the proof of some propositions, the ingenious use of the strategy of copying asset portfolio can simplify the difficulty of financial mathematics teaching, make the process of proof more complex and concise, and achieve the teaching effect of making the difficult easy.
• DOI: https://doi.org/10.35534/ami.0201002c
• Cite: 何巍．金融数学课程教学中复制资产策略的应用探析［J］．应用数学资讯，2020，2（1）：9-13．