论文标题
从物理学的角度来金融
Finance from the viewpoint of physics
论文作者
论文摘要
在本说明中,我们回顾了现代物理语言中金融中使用的基本数学思想。我们专注于离散的时间形式主义,得出路径积分和格林的定价功能公式。我们还讨论了各种降低风险的方法。
In this note we review the basic mathematical ideas used in finance in the language of modern physics. We focus on discrete time formalism, derive path integral and Green's function formulas for pricing. We also discuss various risk mitigation methods.