罗伯特·c·默顿，定量分析的先驱，将随机微积分引入金融研究。
Robert C. Merton, a pioneer of quantitative analysis, introduced stochastic calculus into the study of finance.
随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
在随机微分方程的基础上，我们建立了金融市场模型，并且分析了模型的解与性质。
Using the stochastic theory to analyse the finance market model, we discuss the solution and properties of the model.
本文根据金融数学的理论，在随机市场利率的条件下，研究了提前还贷对贷款人或债权人的收益或损失，以及这些收益或损失的风险额度。同时也分析了提前还贷的赔偿金问题。
Using the theory of finance mathematic, in this paper we discuss the proceeds or loss of the loaner for giving back loan forward and the risk of it under the situation of random interest rate.
本文根据金融数学的理论，在随机市场利率的条件下，研究了提前还贷对贷款人或债权人的收益或损失，以及这些收益或损失的风险额度。同时也分析了提前还贷的赔偿金问题。
Using the theory of finance mathematic, in this paper we discuss the proceeds or loss of the loaner for giving back loan forward and the risk of it under the situation of random interest rate.
应用推荐