《金融投资学》课程教学资源（试卷习题）综合练习题01（习题）

《金融投资学》课程教学资源（参考书籍）【美】阿尔伯特•哈伯德《把信送给加西亚》

《金融学》课程教学资料：中国工商银行2008年半年度财务报表

第一节货币的起源与职能 第二节货币的计量 第三节货币制度

Valuation of Swaps The standard approach is to assume that forward rates will be realized This works for plain vanilla interest rate and plain vanilla currency swaps, but does not necessarily work for non- standard swaps

本篇共收录银行金融机构各专业实务定量分析词条551个，按银行经营管理、银行计划统计、银行会计财务、银行存款业务、银行贷款业务、银行外汇业务和银行信用卡业务等7章依次进行讨论

Weather derivatives: Definitions Heating degree days (HDD): For each day this is max(o, 65-4)where a is the average of the highest and lowest temperature in°F Cooling Degree Days(CDD): For each day this is max( o, A-65)

An alternative to the NPV Rule for Capital Investments Define stochastic processes for the key underlying variables and use risk- neutral valuation This approach (known as the real options approach) is likely to do a better job at valuing growth options, abandonment options, etc than NPV

通过本章学习，使读者了解信托、保险、租赁、证券、证券投资基金等金融性公司即非银行金融机构的主要业务及核算

Term Structure models Blacks model is concerned with describing the probability distribution of a single variable at a single point in time a term structure model describes the evolution of the whole yield curve