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期货与期权市场基本原理(翻译版·第9版)(新形态优秀教材译丛) 版权信息
- ISBN：9787302575467
- 条形码：9787302575467 ; 978-7-302-57546-7
- 装帧：一般胶版纸
- 册数：暂无
- 重量：暂无
- 所属分类：>>
期货与期权市场基本原理(翻译版·第9版)(新形态优秀教材译丛) 本书特色
约翰·赫尔的这本书行文流畅、通俗易懂，完整讲解了金融市场的运行方式以及各类金融产品的特性，运用众多生动且真实的案例帮助读者系统掌握书中的重要知识点，巧妙的编排设计做到了理论与实践兼备，新版本中内容的更新与扩充，加之“互联网+教材”模式的运用，皆彰显了本书的创新与独特之处。 赫尔教授专门为金融学本科生写就的新版基础教材！附赠大量习题与配套资源。
期货与期权市场基本原理(翻译版·第9版)(新形态优秀教材译丛) 内容简介
本书对金融衍生品市场中的期货与期权的基本理论进行了系统阐述，提供了大量业界案例，主要讲述了期货对冲策略、远期和期货价格的确定、利率与利率期货、互换、证券化与2007年信贷危机、期权市场机制、股票期权的属性、期权交易策略、二叉树模型、员工股票期权、股指期权与货币期权、期货期权与布莱克模型等众多内容。 第9版进行了内容更新并且改进了部分章节的呈现方式，对互换一章（第7章）进行了重大修订，增加了关于预期尾部损失（expected shortfall）度量的更多讨论，以反映其日益增加的重要性，提供了为本书读者量身打造的软件DerivaGem的新版本。 本书囊括了赫尔教授所著的《期权、期货和其他衍生品》一书的基本理论而又不涉及微积分，既可作为高等院校金融相关专业的本科生和研究生的教材，也可供金融业界人士作为参考用书。本书使用新形态“互联网+教材”的防盗版模式，附赠大量课后习题及其答案，增设章末“在线测试题”。
期货与期权市场基本原理(翻译版·第9版)(新形态优秀教材译丛) 目录
目 录
第 1 章 引言 ············································1
1.1 期货合约·················································1
1.2 期货市场的历史·····································2
1.3 场外交易市场·········································4
1.4 远期合约·················································6
1.5 期权·························································6
1.6 期权市场的历史·····································9
1.7 交易者的类型·······································10
1.8 对冲者···················································11
1.9 投机者···················································13
1.10 套利者·················································15
1.11 危险性 ·················································16
本章小结························································17
深度阅读························································18
本章测验························································18
本章练习························································18
深度思考························································19
第 2 章 期货市场和中央对手方 ·············21
2.1 期货仓位的开仓和平仓·······················21
2.2 期货合约的细则···································22
2.3 期货价格与现货价格的趋同···············24
2.4 保证金账户的操作·······························25
2.5 场外交易市场·······································28
2.6 市场报价···············································31
2.7 交割·······················································33
2.8 交易商类型和订单类型·······················34
2.9 监管·······················································35
2.10 会计与税务·········································36
2.11 远期合约与期货合约 ·························37
本章小结························································39
深度阅读························································40
本章测验························································40
本章练习························································41
深度思考························································42
第 3 章 期货对冲策略 ···························44
3.1 基本原则···············································44
3.2 支持和反对对冲的观点·······················47
3.3 基差风险···············································49
3.4 交叉对冲···············································53
3.5 股指期货···············································56
3.6 移仓·······················································61
本章小结························································63
深度阅读························································64
本章测验························································64
本章练习························································65
深度思考························································66
附录3A 统计的重要概念和资本资产
定价（CAPM）模型 ···················67
第 4 章 利率 ··········································72
4.1 利率类型···············································72
4.2 互换利率···············································74
4.3 无风险利率···········································75
4.4 度量利率···············································75
4.5 零息利率···············································78
4.6 债券定价···············································78
4.7 确定零息利率·······································79
4.8 远期利率···············································82
4.9 远期利率协议·······································84
4.10 利率期限结构理论·····························86
本章小结························································89
深度阅读························································89
本章测验························································89
本章练习························································90
深度思考························································91
附录4A 指数和对数函数 ··························92
第 5 章 远期和期货价格的确定 ·············94
5.1 投资资产与消费资产···························94
5.2 做空·······················································94
5.3 假设和符号···········································96
5.4 投资资产的远期价格···························96
5.5 已知收入···············································99
5.6 已知收益率·········································101
5.7 远期合约定价·····································101
5.8 远期价格和期货价格相等吗·············103
5.9 股指期货价格·····································104
5.10 货币远期和期货合约·······················105
5.11 商品期货 ···········································108
5.12 持有成本···········································111
5.13 交割选择···········································111
5.14 期货价格和预期现货价格···············112
本章小结······················································114
深度阅读······················································114
本章测验······················································115
本章练习······················································115
深度思考······················································116
第 6 章 利率期货 ································118
6.1 天数计算和报价惯例·························118
6.2 国债期货·············································120
6.3 欧洲美元期货·····································125
6.4 久期·····················································129
6.5 基于久期的期货对冲策略·················132
本章小结······················································136
深度阅读······················································137
本章测验······················································137
本章练习······················································137
深度思考······················································138
第 7 章 互换 ········································140
7.1 利率互换机制·····································140
7.2 天数计算问题·····································145
7.3 确认书·················································146
7.4 比较优势论·········································147
7.5 利率互换定价·····································149
7.6 价值如何随时间变化·························151
7.7 固定利率对固定利率货币互换·········152
7.8 固定利率对固定利率货币互换的
定价 ····················································154
7.9 其他货币互换·····································156
7.10 信用风险···········································157
7.11 信用违约互换 ···································158
7.12 其他类型的互换·······························159
本章小结······················································160
深度阅读······················································161
本章测验······················································161
本章练习······················································162
深度思考······················································163
第 8 章 证券化与2007年信贷危机·····165
8.1 证券化·················································165
8.2 美国房地产市场·································168
8.3 问题的症结·········································172
8.4 后果·····················································174
本章小结······················································175
深度阅读······················································175
展开全部
期货与期权市场基本原理(翻译版·第9版)(新形态优秀教材译丛) 作者简介
约翰·赫尔(John Hull)多伦多大学罗特曼管理学院教授，国际公认的衍生品和风险管理界权威，十分注重相关应用方向的研究与探索。在相关领域曾出版过许多著作并被翻译成多种语言，在全世界广泛流行。1999年，被国际金融工程师协会（International Association of Financial Engineers）评选为年度金融工程大师（Financial Engineer of the Year）。曾担任北美、日本和欧洲众多金融机构的顾问，并于加拿大约克大学、美国纽约大学、英国伦敦商学院等众多高校任教，获得过许多教学奖项，包括多伦多大学享有盛誉的诺斯洛普·弗莱奖（Northrop Frye Award）。
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