摘要
近二十年来 ,金融工程在各种因素综合作用下迅速发展。金融工程包括对金融工具创新、设计、开发与实施金融手段 ,以及创造性地解决各种金融问题。运用一组现有的金融产品 ,如互换、期货、利率上限、利率下限、远期利率协议等 ,组合成结构化的方案 ,创造性地解决包括金融风险管理在内的各种金融问题 ,从而提高金融交易效率 ,有效的防范金融风险 。
The explosive growth in financial engineering over the last two decades is the consequence of a number of factors. Financial engineering involves the design, the development, and the implementation of innovative financial instruments and processes, and the formulation of creative solutions to problems in finance. From a basket of existing products, including swaps, futures, rate caps, rate floors, forward rate agreements, and so on, the team will piece together a solution, sometimes called a structured deal, to achieve the desired outcome.
基金
国家自然科学基金资助课题
