凡是需要计算的，就会需要数值方法。 不过数值应用的细节可能很多是在譬如金融IT产品或统计软件的实现中需要。

能具体点吗，毕业论文可能会要用到。。。不甚感激！

其实我讲的是数值方法，没有局限于数值积分。  另外，你的要求跟你的论文课题有关，我不清楚你的研究主题啦

我主要是研究数值积分在解决实际问题当中的应用，所以想知道数值积分在金融上面有没有什么应用到的。。。

E.g.: In derivative pricing, we know the europen derivative's price=expected discounted payoff under risk neutral measure

Expectation itself is an integral. Once you know the transition density f(ST|S0) of the underlying, you can solve the integral (expectation) numerically. exp(-rT)Int_{0}^{T}payoff(ST)f(ST|S0)dST (assume constant r)

Every stochastic differential equation implies a transition density. So once you know f(ST|S0), the derivative's price can be solved via numerical integral. (This indicates the importance of the transition density in asset pricing).

best，