<div class="quote"><b>以下是引用<i>shuliweber</i>在2009-1-17 15:30:00的发言:</b><br/><div class="quote"><b>以下是引用<i>flyhui321</i>在2009-1-14 12:54:00的发言:</b><br/>精算和金融数学金融工程有什么区别和联系,我也算是学数学的吧,也和你一样,不过我是本科,即将毕业,上了随机过程才知道精算和金融数学,但是还不是很了解这些,所以很想有人指导,谢谢!</div><p></p><p>At first, the finanical engineering normally focus on pricing the financial risk such as options and futures and so on. As we known, the options is a kind of insurance used to transfer the financial risk of the underlying assets to the insurer. </p><p>secondly, the actuary prices the risks not only in the finance industry but also in other industries such as life, medical care, general.</p><p>finally, the knowdege mastered by actuary is much wider than that of financial engineers. but since the actuary heed attention to a wider interest, his knowdege used to price the financial risk is not as deep as the financial engineer holding a PhD degree. However, if the financial engineer only holds a one-year master degree such MFE from Hass Business school, his knowdges are not more than an actuary whoses specialization is in investment track or advanced finance/ERM. </p><br/></div><p></p><p>这个问题挺有意思,呵呵。谈谈本人的看法,我不是学生,是一个精算从业人员。实际上,非寿险精算包括健康险需要使用的数学与统计的知识要多一些,寿险精算在实际工作中用到的数学与统计知识要少一些。起码,目前的国内实情是这样,尤其是小公司更是这样。寿险产品本质上还是偏向于一种现金流的安排与组合,或者说财务安排,因为有生命表作基础。我觉得做生命表时可能会用到较多的数学知识,但是中国生命表的编织没有参与过,呵呵。</p><p>我至今对金融工程的概念不太理解,是外行,很希望听听这个行业里的从业人员的看法。有很多人埋怨有时候精算师对保险产品的技术价格与市场价格偏差巨大,因此质疑精算的意义。我很想知道一下,金融工程这个行业是对期货、期权这些金融产品进行定价吗?但是,我国的股票权证(股票期权)我有玩过,和坐过山车一样,上午还60元,下午就30元了,我一直想了解一下,金融工程师们是在为这个东西进行定价吗?这么波动的价格走势,和你们算出来的技术价格一致吗?是不是更不靠普,呵呵。我是外行,说话可能有点直白,见谅,无恶意,只是想和金融行业同样做技术分析的同仁聊聊,没有别的意思。</p>
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