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Frontiers in Educational Research, 2020, 3(11); doi: 10.25236/FER.2020.031121.

On the application of mathematical model in the pricing of financial derivatives

Author(s)

Li Kexin

Corresponding Author:
Li Kexin
Affiliation(s)

University of Manchester, UK

Abstract

mathematical model is widely used in the field of finance. The mathematical model can clearly distinguish the relationship between markets and the internal logic of financial markets. This paper will introduce some mathematical models and their application in financial markets.

Keywords

financial market; mathematical model; portfolio model; CAPM model

Cite This Paper

Li Kexin. On the application of mathematical model in the pricing of financial derivatives. Frontiers in Educational Research (2020) Vol. 3 Issue 11: 121-128. https://doi.org/10.25236/FER.2020.031121.

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