对外经济贸易大学：金融工程系《金融随机分析 Stochastic Analysis for Finance》课程教学资源（教学大纲）

对外经济贸易大学：金融工程系《金融计算 Financial Computation》课程教学资源（教学大纲）

上海建桥学院（商学院）：课程教学大纲——金融工程综合实验2-金融

一、即期交易远期交易一期货交易期权交易 Spot Forward Future Option 二、形成与发展(金融期货) 布雷顿森林体系的崩溃、浮动汇率制的实行、利率的浮动、金融业竞争的加剧、高科技的 发展(金融交易的自动化)等

Futures Contracts Available on a wide range of underlyings · Exchange traded · Specifications(规定) need to be defined: -What can be delivered, Where it can be delivered,& When it can be delivered Settled(结算) daily

Types of Rates Treasury rates(国债利率)—regarded as risk-free rates LIBOR rates (London Interbank Offer rate)(伦敦银行同业放款利率)-generally higher than Treasury zero rates Repo rates(回购利率)—slightly higher than the Treasury rates

Assets Underlying Exchange-Traded Options Page 151-2 · Stocks · Foreign Currency · Stock Indices · Futures · Commodities etc

1. 期权简史 2. 股票期权 3. 机构安排与交易制度 4. 期权风险特征 5. 期权价值的决定因素

1.学习利率互换与货币互换的运作机制，利用它们进行风险管理、降低融资成本； 2.深入认识融资成本比较优势及其在互换中的作用

Three Alternative Strategies · Take position in: -the option and the underlying -2 or more options of the same type This is known as spread -a mixture of calls and puts This is known as a combination