【摘要】 布朗运动理论是布莱克 -舒尔斯期权定价理论的基础 .这意味着现代金融工程需要物理学 .现代金融学向定量科学发展是历史的必然 ,物理学进入金融业也是势在必行 .但是 ,金融工程是一项大的综合性工程 ,物理模型只是它的一部分 ,且要走的路还很长 ,还有许多工作需要物理学家去做 ,特别是要用新的物理思想 ,构造出新的、实用的模型 .更多还原

【Abstract】 The theory of Brownian motion is the foundation of the pricing theory of Black Scholes. This shows that physics plays an important role in modern finance, which is developing as a quantitative science. However physical models are only a part of modern financial engineering, which is a big comprehensive program. There is still much work for physicists to do, especially in the construction of practical models with new ideas.更多还原