在我看来金融工程是一种创新、创造技术，一种对金融工具、金融手段和系统的创造和创新技术，一种平衡收益和风险的技术.它包含了数学,计算机,金融方面的知识,是一门充满了趣味的交叉学科,而数学知识和数学模型是这个学科中必不可少的核心内容：马科维茨的投资组合选择理论，夏普的资本资产定价模型，Black-Scholes的期权定价模型以及考克斯等人的“二项式”模型正是这种核心地位的体现。

　　In my opinion, the Financial Engineering is a kind of creative technology to the Financial Instruments, Financial Means and system. It used to balance the benits and venture as an interesting interdisciplinary subject. It covers many fields such as mathematics, computer science and finance, in which the mathematics and mathematical modeling are the two main aspects of the Financial Engineering. The Investment Portfolio Theory of Markowitz, the capital asset pricing model of the Sharp, Option Pricing Model of Black-Scholes and “Binomial” model of Cox can best rlect the critical position of the two subjects.

　　我有幸选择了数学与应用数学这个专业，在三年和它的接触了解中，使我对数学，尤其对数学建模有了较深的理解和体会。(记得第一次去听清华大学XX系姜启源教授的讲座,他在讲座上举了一个“现实生活中的数学”例子：“1公斤面, 1公斤馅, 包100个饺子;若馅比 1公斤多, 应多包几个, 还是少包几个呢? ” 是这个生动、形象、富于生活气息的包饺子问题把我领进了数学建模的世界。)

　　I am glad to choose mathematics and applied mathematics. Three years’ study had deepened my understanding of them, especially of mathematical modeling. (It still occurs to me when I went to attend the class of XX department given by Professor Jiang qiyuan in Tsinghua University for the first time. “1 kilogram of flour added with 1 kilogram of stuffing can make 100 dumplings, but what if the stuffing is more than 1 kilogram?” He used a very simple, vivid and interesting example which aroused my interest and led me into the mathematical modeling world.

　　第一次和数学建模亲密接触是在05年的暑假，我有幸参加了学校组织的数学建模培训。经验丰富的数学老师们通过实实在在的例子告诉我们什么是数学建模。给我印象最深的是一个关于SARS的例子：2003年，SARS爆发并在世界范围内传播，严重影响到我国经济发展和人民生活，定量的研究SARS的传播规律并建立数学模型预测和控制传染病蔓延成为数学工作者必须解决的问题……于是Logistic回归便成为我永恒的记忆。为期2周的数学建模培训，给我留下的不仅是一个个经典的数学模型，更重要的是一份澎湃的激情和一份冷静的思考：数学和数学建模是人类的守护神，因为有了她的存在，人类的生存和发展才有条不紊的继续着;那么当SARS病毒肆无忌惮时，当AIDS病毒肆意侵蚀人们肉体时，一个热爱数学、热爱数学建模，更加热爱生命的人能够做些什么?

　　The first time I kissed the mathematical modeling was in the summer vacation of 2005, when I got a good opportunity to attend the mathematical modeling training organized by our school. Seasoned mathematics teachers told me what on earth the mathematical modeling is through some existing examples, in which the one about SARS impressed me most. In 2003, SARS broke out and shrouded rapidly to the whole world, which imperiled our economic development and people’s living. Therore, study on its spreading regularity and building the mathematical modeling for predicting and controlling its extension had become the “Archimedes Heels” for all mathematicians… So, the Logistic regression has been carved in my memory. Two weeks’ training has presented me with a kind of passion and calm thinking much more than just those classical mathematical models. As the patron saint of our human-beings, the existence of Mathematics and mathematical modeling are maintaining our subsistence and development. Then, when SARS ran riot, when we are suffering from the pain of AIDS, what can I do as a mathematics and mathematical modeling lover who loves life so much?

　　怀着这份激情和思考，在大二的秋天，我第一次尝试了运用数学建模的知识去解决实际问题，我和另外两名队员代表学校参加了全国大学生数学建模比赛。比赛要求结合数据对长江水质做出定量评价，分析各地区的水质污染;并对未来长江水质污染发展趋势做出预测分析，制定污水处理计划。长达17页的数据和多个评价指标对我们来说着实是个挑战!究竟应该选择哪些数据?怎样综合考虑多个指标?我们尝试了近一天，推翻了以前建立的种种模型，有好几次都被弄得想要放弃，是队友间的相互鼓励的力量和锲而不舍的精神让我们最终找到了自己满意的模型：综合指数法模型评价长江水质，既体现水质的各种评价因子，又能反映主要污染物对水质的突出作用;通过多元线性回归拟合预测未来水质污染，建立线性优化模型，制定污水处理计划。我们小组的参赛论文获北京市二等奖。三天三夜的建模经历，那份澎湃的激情已经渐渐平息，取而代之的是更加冷静的思考：数学建模创造、创新，成功地解决问题依赖于扎实的数学基础知识和过硬的数学建模能力;依赖于不拘一格的创新思维和创造能力;还依赖于对多方面知识的了解和积累。

　　Pocketed with this passion and thinking, I tasted to use mathematical modeling into practice and solve the practical problems by attending the National College Mathematical Modeling Contest with the other two schoolmates on behalf of our college. It required us to evaluate the water quality of Changjiang River according to the data, through which we had to analyze the water pollution in every region and predict the trend of it in the future. Finally we had to bring out the plan against it. It was really a challenge for us towards flood of data and estimations as long as 17 pages. We tried almost a whole day only to filter those data and take the evaluations into comprehensive account. Pulling down various models we had built bore, we were so deated that we wanted to give up many times. However, we finally found the satisfactory model thanks to our encouragement to each other which armed us with full strength to go further.We managed to evaluate the water quality by Composite index model, which could not only represent the evaluation factors, but also rlect the main impacts of the contaminations to the water pollution. We predicted the future water pollution through multiple linear regressions fitting and brought out the plan against it by building linear optimization model. Finally, we got the second prize in Beijing for our thesis. Three days’ and nights’ modeling experience had cooled our passion and gave us even more calm thinking instead. The creation of the mathematical modeling, along with the successful solution to the problems through it lied on the solid mathematics foundation, strong modeling ability, accumulation of the knowledge on different fields, unique creative ideas and creativity.

　　参加数学建模比赛的经历更加激发起我的学习兴趣，使我在学习数学理论的同时更加注重它们的应用性。除此之外，我抓住一切可能的机会再次参加实际的数学建模。大三的上学期，我有幸参加了为期3天的电工数学建模实习：给某大型运动会比赛项目排序。由于对图论知识很熟悉，我很快将问题转化为寻找最佳Hamilton回路。接近87亿种不同的排序的数据量，比上次的全国数模竞赛更大，我的算法运行时间相当长而且运行的结果也很不理想。这种情况的发生不仅仅没有打消我的积极性,反而使我的情绪高涨,这是人生中难得的自我考验,自我提高的机会!通过查询资料改用遗传算法，运行时间和结果都大大提高.最后成功地完成这次实习.这次实习给我的感触很大，一个数学模型是否能够完美地解决实际问题还要考虑其运算成本，实际问题不仅需要一个成功的模型还需要一个快速有效的算法。

　　The experience from this contest further aroused my interest in mathematics. I began to pay more attention to its application as well as learning the theories. In addition, I tried to catch every opportunity to take part in the practical mathematical modeling. My forts finally rewarded when I was in the first term as a junior. I had a chance to participate in the 3-day electrician mathematical modeling practice-----classifying the sports programs for a big sports meeting. Being familiar with the Graph Theory, I immediately found the way to solve the problems by seeking the best Hamilton circuit line. Facing the nearly 8.7 billion data files with different orders much more than that on the National Mathematical Modeling Contest, I spent a long time on Algorithm without any perfect result. I wasn’t deated towards this case, but so excited instead that I could have such a chance to challenge and improve myself. Looking up dozens of files, I finally made a perfect end of the practice by using the Genetic Algorithm into full account. It needs both a successful model and an fective arithmetic to solve these problems. , which largely shortened the operation time and improved the operation result. I learnt a lot from this practice. I came to know that to build successful mathematics modeling that can fectively solve the practical problems, we must take the operation cost

　　电工数模实习结束后，浓厚的学习兴趣和电工数学实习的教训促使我和数学系、计算机系几名同学共同筹划并创建“数学建模沙龙”，将计算机算法和数学模型共同作为沙龙的主题。每周二下午，我们会组织有兴趣的同学一起，以传授经验、分享心得、共同思考、共同讨论的方法学习和交流数学思想和算法。传统的运输问题、储存问题和新兴的模拟退火算法、蚂蚁算法都曾成为我们的讨论话题。通过这个活动我从数学系和计算机系的同学身上分享了更多的知识,他们的思维方式,处理问题的方法!到目前为止这个活动仍然在进行着,参加的人数也越来越多.带动了学校的一个学习热潮,我为此感到非常的兴奋!

　　Summarizing my failures in the mathematical modeling electrician practice and proceeding from my interest in this field, I began to think of collaborating on the “Mathematical Modeling Saloon” with several students from mathematics and computer departments, taking the Computer Algorithms and mathematical modeling as the two themes of the book. Every Tuesday afternoon, we would organized those students interested in this field to study and exchange the ideas and arithmetic by imparting experience, sharing what we learnt, pondering together and discussing with each other. Both the traditional transportation & storage problems and the modern Stimulated Annealing Arithmetic (SAA), Ant Algorithm have ever been the topic of our discussion, from which I have learnt many thinking styles and methods to the problems from the students both in mathematics and computer department. So far, I am excited to see that this activity is still in the wind with more and more participants and it aroused a learning upsurge in our college.

　　在老师的推荐下，大三暑假，我参加了邢永丽老师的教学改革项目——“提高数学课堂教学质量”的结果分析。04-05年，邢老师在她和其他几个数学老师的任课班级上做了课堂互动的教学实践，其数据大多以调查问卷等文字形式出现。此模型的特点让我马上联想到模糊数学定量分析模型，但敢于尝试新模型的念头让我最后选择了AHP层次分析法。通过量化数据，应用AHP层次分析法定量分析老师的综合素质、授课技巧等因素在师生互动、提高数学课堂教学质量中所起的作用，得出教师的授课技巧和课堂问题设置在课堂互动中所占分量最重的结论，并和邢老师合作完成《层次分析法在课堂互动教学效果评价中的应用》论文，邢老师和我对论文都非常满意，已向多个期刊投稿并有望发表。

　　Recommended by my teacher, I have participated in the Teaching Rorm Program of Mrs. Xing yongli----the results analysis of “Improving the mathematics teaching quality on class”. Mrs. Xing, along with some other mathematics teachers experienced the class mutual activities in 2004 to 2005 with the character data files in form of paper investigations. For this style of data files, I finally used the Analytic Hierarchy Process (AHP) as a creative challenge instead of the fuzzy mathematical quantitative analysis models, which firstly knocked my mind. By quantitating data and using the AHP, I succeeded in analyzing how the overall quality of the teachers and their teaching skills work in improving the mathematics teaching quality on class, from which we got the conclusion that the teaching skills and the way to put forward questions on class play the most important role in the class mutual activities. Besides, Mrs. Xing collaborated with me on the thesis named “The Application of Analytic Hierarchy Processinto the Evaluation of Class Mutual Activities”. Both of us were satisfied with this thesis and contributed it to many presses to be published.

　　和数学建模一样，金融工程的灵魂是创新思维和创造能力，而数学和数学建模知识在金融工程的应用更让我对这门学科充满了兴趣;更重要的是，金融工程技术能给人们的生活、社会的稳定、国家的发展做出重要贡献，我想这个也更加符合我学习数学建模的初衷。

　　Similar with the mathematical modeling, the soul of the Financial Engineering is also the creativity. Therore, the perfect application of the mathematics and mathematical modeling into the Financial Engineering once more surged my enthusiasm in this field. Furthermore, the Financial Engineering plays the important part in people’s living, social stability and the national development, which is my original intention to choose this field I think.

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