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1、Editor1.,751JiongminYong0.51.251oTime0.5BBPInternationalConferenceonMathematicalFinanceathematicalanceWorldScientificRecentDevelopmentsMathematicalFinanceEditorJiongminYongFudanUniversity,ChinaInternationalConferenceonMathematicalFinanceRecentDevelopmentsMathematicalFinanceShanghai,C
2、hina10-13May2001VfeWorldScientificwfcNewNewJersey•LondonLondon•Sinqapore*•Singapore•HongKongPublishedbyWorldScientificPublishingCo.Pte.Ltd.POBox128,FarrerRoad,Singapore912805USAoffice:SuiteIB,1060MainStreet,RiverEdge,NJ07661UKoffice:57SheltonStreet,CoventGarden,LondonWC2H9HEBritishLibr
3、aryCataloguing-in-PublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibrary.RECENTDEVELOPMENTSINMATHEMATICALFINANCECopyright©2002byWorldScientificPublishingCo.Pte.Ltd.Allrightsreserved.Thisbook,orpartsthereof,maynotbereproducedinanyformorbyanymeans,electronicormechanic
4、al,includingphotocopying,recordingoranyinformationstorageandretrievalsystemnowknownortobeinvented,withoutwrittenpermissionfromthePublisher.Forphotocopyingofmaterialinthisvolume,pleasepayacopyingfeethroughtheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,USA.Inthiscasepe
5、rmissiontophotocopyisnotrequiredfromthepublisher.ISBN981-02-4797-4PrintedinSingaporebyWorldScientificPrinters(S)PteLtdPrefaceTheInternationalConferenceonMathematicalFinancewasheldatFudanUniversity,Shanghai,China,onMay10-13,2001.Guestsfrom10countriesparticipatedtheconferenceandtherewere
6、29invitedspeakerspresentedtalks.Mathematicalfinanceisaveryactivearearecently.Therealworldoffi•nanceandeconomicskeepraisingnewandchallengingproblems,whichmakethesubjectveryattractive.Moreandmoreadvancedmathematicaltoolsarefoundusefulinthearea.Someresearchesinmathematicalfinanceleadtothe
7、inventionofnewmathematicaltheory.Inthisconference,thetalksinvolvedcontingentclaimpricing,optimalinvestment,interesttermstructure,insur•ance,riskanalysis,numericalmethodsinfinance,aswellasbackwardandforward-backwardstochasticdifferentialequations,etc.Thetalkspresentedattheconferencewe
