Mispricing financial derivatives is one of major reasons for the subprime loan crisis.This paper gives a brief summary of the roles of financial derivatives playing in the crisis,and presents a review of the pricing models for financial derivatives,and analyzes the reasons which cause the mispricing of the models.It ends with a discussion about how to evaluate the financial mathematics and its applications.
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杨晓光,唐跃,陈浩.次贷危机与金融衍生产品定价失当[J].长沙理工大学学报(社会科学版),2009,(2):5-11. YANG Xiao-guang, TANG Yue, CHEN Hao. Subprime Loan Crisis and Mispricing of Financial Derivatives[J]. Journal of Changsha University of Science & Technology Social Science,2009,(2):5-11.