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期货市场学

《期女放视统声啊细云货市场学》是2020年清华大学出版社出版的图书。

  • 书名 期货市场学
  • 作者 编者:安毅|责编:吴雷
  • 出版社 清华大学出版社
  • 出版时间 2020年9月1日
  • 页数 279 页

内容简介

  《期货市嚷船场学(第2版)/21世纪经济管理新形态教材·金融学系列》在简要介绍传统期货知识的基础上,慨祝才增加了大量新内容,包括:微观市场结构与价格形成机制、期货价格与期伤联现货套利、基差定价、优套期比率和动态套保、套期保值的风险管理和效果评价、统计套利、程序化交易、算法交易、高频交易、市场发展历史与创新趋势等。书中不仅精心布局了篇章结构,而且增设了新形态"互联网+"拓展资源,每章章末均配有在线测试题,以便读者巩固并组良迁掌握重要知识点。

  《期祖宽地货市场学(第2版)/21世纪经济管理新形态教材·金融学系列》既可作为金凝阀局渗融学相关专业的本科生与研究生教材,又可作为社会培训、肯说煮市场分析和理论研究的参考读物。

图书目录

  第一章 期货市场基本原理 ·········来自···························360百科············刚压十旧着句晚将片···············宪形落················1

  第一节 期货交易的产生与特征 ····················核测四快婷·························京星···················四再序外他·················2

  第二节 期货合约与行情信息 ····································通盐···············································11

  第三节 期货交易流程 ······赵类沿么些渐型甲钢绝顾··········盾职下且找源否············································································几准领亮···19

  第四节 期货交割 ········耐贵某新望师架还夜易······································待婷苦真危下否刻之兵金·························针异科斯零四罪操································24

  第五节 清算与结算 ···········································································怎家接括汽冷第蒸即························30

  【本章知识点回顾】 ···································································································35

  【思考题】 ···················································································································35

  第二章 期货价格的境船悼形成机制与产业应用 ························································37

  第一节 微观市场结构与价格形成 ···········································································38

  第二节 期货价格理论 ·······························································································47

  第三节 期现货套付淋燥愚利 ···································································································57

  第四节 价格发现与产业定价 ···················································································68

  【本章知识点回顾】 ···································································································74

  【思考题】 ···················································································································74

  第三章 期货套期保值 ·····················································································76

  第一节 套期保值的基本原理 ···················································································77

  第二节 传统套期保值的基本原则和现实问题 ·······················································83

  第三节 最优套期比率和动态套期保值 ···································································87

  第四节 套期保值的风险与管理 ···············································································96

  第五节 套期保值的效果评价 ·················································································101

  【本章知识点回顾】 ·································································································104

  【思考题】 ·················································································································104

  第四章 期货价差套利 ···················································································105

  第一节 期货价差套利的基本原理 ·········································································106

  第二节跨期、跨品种与跨市套利 ········································································· 110

  第三节统计套利 ·····································································································123

  【本章知识点回顾】 ·································································································126

  【思考题】 ·················································································································127

  第五章期货交易的基本面分析····································································128

  第一节商品期货价格分析 ·····················································································129

  第二节股票期货价格分析 ·····················································································138

  第三节国债期货价格分析 ·····················································································142

  第四节外汇期货价格分析 ·····················································································144

  【本章知识点回顾】 ·································································································148

  【思考题】 ·················································································································148

  第六章期货交易的技术分析 ········································································149

  第一节期货市场技术分析的特殊性 ·····································································150

  第二节 K 线分析 ·····································································································152

  第三节支撑、阻力与趋势 ·····················································································159

  第四节形态分析 ·····································································································163

  第五节指标分析 ·····································································································168

  第六节其他技术分析方法 ·····················································································176

  【本章知识点回顾】 ·································································································182

  【思考题】 ·················································································································183

  第七章计算机量化交易 ···············································································184

  第一节程序化交易 ·································································································185

  第二节算法交易 ·····································································································188

  第三节高频交易 ·····································································································197

  【本章知识点回顾】 ·································································································210

  【思考题】 ················································································································· 211

  第八章期货市场风险控制制度····································································212

  第一节保证金制度 ·································································································213

  第二节价格限制制度 ·····························································································220

  第三节限仓制度与大户报告制度 ·········································································225

  第四节强行平仓与强制减仓制度 ·········································································230

  第五节其他风险控制制度 ·····················································································234

  【本章知识点回顾】 ·································································································239

  【思考题】 ·················································································································239

  第九章期货市场的历史演变与组织架构 ······················································240

  第一节期货市场的历史演变 ·················································································241

  第二节期货交易所与结算机构 ·············································································249

  第三节期货市场的中介机构 ·················································································258

  第四节期货市场的交易者结构 ·············································································262

  第五节期货监管体制 ·····························································································268

  【本章知识点回顾】 ·································································································274

  【思考题】 ·················································································································274

  参考文献········································································································276

作者简介

  安毅,经济学博士、教授、博来自士生导师。毕业于中国人民360百科大学,曾在南开大学经济学院进行博士后研究,在康奈尔大学耐映应用经济系和北京大学入需冲变光诗演加球此断光华管理学院做访问学冷科呢搞语议州做者。现就职于中国农业大学经济管理学院金融系、中国农业大学中国期货与金融衍生品研究中心,长都介厂止养期从事期货、期权和其他金融衍生品市场的研究和教学字似北息迅期告利工作。代表著作有《我国期货农业模列严怎水式创新研究》《金融衍生工具》《期货市场学》《农产品期货和期权》《期权市场与投资策略》《衍生品市场发展与宏观调控研究多突微处杆验吃刘》等。

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