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[学术与投稿] 求助:关于数理金融学、金融工程学、定价理论和投资学四者的关系 [推广有奖]

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citihome 发表于 2009-9-2 09:36:34 |AI写论文

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尚不明白四者的关系。需要说明的是这里的数理金融、金融工程和投资学指的课程,而非学科。看了一下wiki关于金融工程的解释:
Computational finance or financial engineering is a cross-disciplinary field which relies on computational intelligence, mathematical finance, numerical methods and computer simulations to make trading, hedging and investment decisions, as well as facilitating the risk management of those decisions. Utilising various methods, practitioners of computational finance aim to precisely determine the financial risk that certain financial instruments create.
也就是说数理金融是金融工程的基础,而金融工程偏向于实务;
Mathematical finance comprises the branches of applied mathematics concerned with the financial markets.
The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive, and extend, the mathematical or numerical models suggested by financial economics. Thus, for example, while a financial economist might study the structural reasons why a company may have a certain share price, a financial mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivatives of the stock (see: Valuation of options).
In terms of practice, mathematical finance also overlaps heavily with the field of computational finance (also known as financial engineering). Arguably, these are largely synonymous, although the latter focuses on application, while the former focuses on modeling and derivation (see: Quantitative analyst).
关于数理金融,这里提供了两个信息:一个是数理金融是金融经济学的延伸;另一个是说数理金融研究建模和衍生,是金融工程的基础;
Investment theory encompasses the body of knowledge used to support the decision-making process of choosing investments for various purposes. It includes portfolio theory, the Capital Asset Pricing Model, Arbitrage Pricing Theory, and the Efficient market hypothesis.
张宗新的《投资学》说“根据现代投资学研究的范畴,本书的主要内容包括资产组合理论、资本市场均衡理论、证券估值、投资管理和投资绩效评价等”
综合上面两个信息,投资学应包括定价理论(至少是某类事物的定价)和某些实务方面的内容。
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那么是否可以说:数理金融和定价理论侧重于理论方面,其中按照内容,由于数理金融仅包含衍生品定价,应被定价理论给包含;而金融工程和投资学则是在此基础上添加实务内容?
还有一个问题:投资组合理论和基本的资产(不包含衍生品?)定价理论是什么关系,是否是首先是在资产分类完成后,有资产定价理论完成各种资产的价格设定;而对于整体的价格(这就是所谓组合的含义?),则需要应用投资组合理论
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关键词:金融工程学 数理金融学 金融工程 数理金融 金融学 理论 金融学 关系 数理 工程学

沙发
janezhyq 发表于 2009-9-2 09:40:32
路过,学习拜读
80 字节以内
不支持自定义 Discuz! 代码

藤椅
citihome 发表于 2009-9-2 10:19:49
万忘大牛指点一二

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