意大利视角下金融数学的发展:1992年至2008年

An Italian perspective on the development of financial mathematics from 1992 to 2008

Finance and Stochastics · 2021
被引 0
人大 A-ABS 3

中文导读

回顾了作者在1992至2008年间组织或参与的主要学术活动,从意大利视角梳理金融数学的发展历程,并提及2008年林茨特别学期,反映金融危机前的学科状态。

Abstract

Abstract This paper is intended to be a survey of the development of financial mathematics as seen through the events that I organised, and partly co-organised, between 1992 and 2008. These events all took place in Italy between 1992 and 2003, while in 2008 I was involved in the organisation of an entire special semester in Linz (Austria); this semester is included here because it marks quite well the state-of-the-art of the period just before the so-called big financial crisis that lasted from, roughly, 2008 to 2012. Even if the survey may be affected by my personal views, it can still be seen as reflecting the actual global development since what I am going to describe here concerns major occurrences. For completeness, I also mention, although only briefly, some events that took place in Italy during the given period, but where I was not personally involved.

金融数学意大利学术会议-2008