I. Introduction to Financial Mathematics Specialty Financial mathematics is a new discipline and an important part of "financial high technology". The research goal is to make use of some advantages in China's mathematics field, deeply analyze the mathematical theory of financial market equilibrium and securities pricing, establish a mathematical model suitable for China's national conditions, write certain computer software, simulate theoretical research results, conduct econometric analysis and research on actual data, and provide in-depth technical analysis and consultation for the actual financial sector. The core content is to study the optimal selection theory of portfolio and the asset pricing theory under uncertain random environment. Arbitrage, optimality and equilibrium are the basic ideas of economics and the three basic concepts of financial mathematics.
Second, the cultivation of financial mathematics requires systematically mastering the basic theories and methods of applied mathematics and finance, and forming a solid mathematical foundation and rigorous mathematical thinking mode. Have the ability to acquire and analyze information sensitively, have the spirit of continuous learning and innovation, have certain scientific research and teaching ability, and have the basic ability to engage in quantitative analysis, solve practical economic problems and design economic mathematical models in the economic and financial fields.
Third, the discipline of financial mathematics requires this major to have higher requirements for mathematics and political subjects. This major is suitable for students who are interested in statistical calculation, social economy and politics.
Fourth, the professional knowledge and ability of financial mathematics 1. Master the basic theory and knowledge of finance;
2. Have the basic ability to handle banking, securities investment and other businesses;
3. Familiar with national financial policies, policies and regulations;
4. Understand the theoretical frontier and development trend of this discipline;
5. Master the basic methods of literature retrieval and information query, and have certain scientific research and practical work ability.