Chapter 12 Contents The process of personal portfolio selection The trade-off between expected return and risk Efficient diversification with many risky assets

Chapter 14: Contents Distinction Between Forward The \Implied\Risk-Free Rate Futures Contracts The Forward Price is nota The Economic Function of Forecast of the Spot Price Futures Markets Forward-Spot Parity with Cash The Role of Speculators Payouts

Chapter 13 Contents 13.1 The Capital Asset Pricing Model in Brief 13.2 Determining the Risk Premium on the Market Portfolio 13.3 Beta and Risk Premiums on Individual Securities 13.4 Using the CAPM in Portfolio Selection 13.5 Valuation& Regulating Rates of Return UeSTc

1.零息票国债 2.按揭贷款证券化 3.垃圾债券 4. LYONs的创新 5.契约终止 6.存架登记 7.浮动利率优先股和反向浮动利率债券

1. Delta 2. Theta 3. Gamma 4. Vega 5. Rho 6. Portfolio Insurance

1.利率基础知识 2.远期价格 远期利率 远期汇率 3.远期利率协议(FRA) 基本概念 交割额的计算 利用FRA进行套期保值 FRA的定价

浙江大学经济学院：金融学_第二章 利息与利息率

第一节 货币供给及其决定 第二节 货币供给理论 第三节 货币需求及其决定 第四节 货币需求理论

浙江大学经济学院：金融学_第四章 商业银行

浙江大学经济学院：金融学_第五章 中央银行