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所在主题：北大光华金融衍生品定价理论
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<p>文件已上传</p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">下面是介绍和目录</span></b></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';"></span></b></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">北大光华管理学院金融系用过的教材。</span></b></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';"></span></b></p><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';"><p class="MsoNormal" align="center" style="MARGIN: 0in 0in 0pt; TEXT-ALIGN: center;"><span>课程说明 <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; LINE-HEIGHT: 20pt; TEXT-ALIGN: justify; mso-line-height-rule: exactly;"><span>教学参考书： <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 11.25pt; TEXT-INDENT: -11.25pt; LINE-HEIGHT: 20pt; TEXT-ALIGN: justify; mso-line-height-rule: exactly; mso-list: l0 level1 lfo1; tab-stops: list 11.25pt;"><font face="Times New Roman"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-fareast-font-family: 'Times New Roman';"><span style="mso-list: Ignore;">1.<span style="FONT: 7pt 'Times New Roman';">  </span></span></span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;">Options, Futures, and other derivatives 4<sup>th</sup>, John C. Hull, Prentice-Hall, Inc., 2000. <p></p></span></font></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 11.25pt; TEXT-INDENT: -11.25pt; LINE-HEIGHT: 20pt; TEXT-ALIGN: justify; mso-line-height-rule: exactly; mso-list: l0 level1 lfo1; tab-stops: list 11.25pt;"><font face="Times New Roman"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-fareast-font-family: 'Times New Roman';"><span style="mso-list: Ignore;">2.<span style="FONT: 7pt 'Times New Roman';">  </span></span></span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;">Derivative Securities 2<sup>nd</sup> , R. Jarrow and S. Turnbull, South-Western College Publishing, 2000. <p></p></span></font></p><p></p><p></p><p></p><p></p><p class="MsoBodyText" style="MARGIN: 0in 0in 0pt 11.25pt; TEXT-INDENT: -11.25pt; mso-list: l0 level1 lfo1; tab-stops: list 11.25pt;"><font face="Times New Roman"><span style="FONT-WEIGHT: normal; mso-fareast-font-family: 'Times New Roman';"><span style="mso-list: Ignore;">3.<span style="FONT: 7pt 'Times New Roman';">  </span></span></span><span style="FONT-WEIGHT: normal;">An Introduction to the Mathematics of Financial Derivatives, Salih N. Neftci, Academic Press, Inc., <p></p></span></font></p><p></p><p></p><p></p><p></p><p class="MsoBodyText" style="MARGIN: 0in 0in 0pt;"><span style="FONT-WEIGHT: normal;"><font face="Times New Roman"><span style="mso-spacerun: yes;">    </span>1996. <p></p></font></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; LINE-HEIGHT: 20pt; TEXT-ALIGN: justify; mso-line-height-rule: exactly;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">       </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">本课程讲述衍生金融产品的一般定价方法以及各种方法在实际中的应用，一般定价方法包括：（</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman">1</font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">）</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman">Blac-Scholes </font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期权定价方法</span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><br/>     </font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">（</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman">2</font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">）等价鞅测度方法</span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><br/>     </font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">（</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman">3</font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">）二项树方法。定价方法的应用包括：期货、美式和欧式期权以及奇异期权的定价；衍生证券定价的计算方法；参数的估计。</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; LINE-HEIGHT: 20pt; TEXT-ALIGN: justify; mso-line-height-rule: exactly;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">       </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">本课程的先修课程为：概率和统计，简单随机过程，投资学。</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"></p></span></b><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';"></span></b></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';"></span></b></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';"></span></b></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">第一部分：衍生证券基础</span></b><b style="mso-bidi-font-weight: normal;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></b></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第一章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">衍生证券介绍</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">远期合约</span><font face="Times New Roman"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><br/>   </span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;">    </span></span></font><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期货合约</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">       </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期权</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><span style="mso-spacerun: yes;">       </span><p></p></font></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第二章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">远期合约和期货合约价格的性质</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">远期价格和现货价格</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">      </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">标的物的现金红利流和红利收益率</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">         </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">远期价格和期货价格</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第三章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期权价格的性质</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期权价格的上下界</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">                  </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">欧式看涨期权和看跌期权价格之间的关系</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">      </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">美式看涨期权和看跌期权价格之间的关系</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">第二部分：二项树模型</span></b><b style="mso-bidi-font-weight: normal;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></b></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第四章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">动态资产价格</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">对数正态分布</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">      </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">二项树分布</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">      </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">实际中的二项树模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第五章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">二项树定价模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">一期模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">    </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">多期模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">    </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">套期保值比</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><span style="mso-spacerun: yes;">     </span>Black-Scholes </font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期权定价模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">      </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">指标期权、外汇期权和期货合约的定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">         </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">二项树模型的拓广</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第六章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">鞅方法定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">相对价格和鞅</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">         </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">鞅与无套利</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">            </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期货价格</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第七章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">美式期权定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">股票附息价格与除息价格</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">美式看涨和看跌期权</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">         </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">美式期权定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">第三部分：</span></b><b style="mso-bidi-font-weight: normal;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman">Black-Scholes </font></span></b><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">模型及其拓广</span></b><b style="mso-bidi-font-weight: normal;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></b></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><font face="Times New Roman"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;">第八章<span style="FONT: 7pt 'Times New Roman';">    </span></span></span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;">Black-Scholes </span></font><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">股票价格变化的连续时间表示</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><span style="mso-spacerun: yes;">            </span>Ito</font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">引理和等价鞅测度</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">             </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">连续时间下套期保值</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman">Black-Scholes </font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">模型的性质</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">                    </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期权策略</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">                                  </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">偏微分方程</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><font face="Times New Roman"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;">第九章<span style="FONT: 7pt 'Times New Roman';">    </span></span></span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;">Black-Scholes </span></font><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">模型的拓广</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">现金红利模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">常红利率模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">            </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">外汇期权定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">股票指标期权定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">期货期权定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">鞅和测度</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 37.5pt; TEXT-INDENT: -37.5pt; TEXT-ALIGN: justify; mso-list: l0 level1 lfo1; tab-stops: list 37.5pt;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt; mso-bidi-font-family: 宋体;"><span style="mso-list: Ignore;"><font face="Times New Roman">第十章<span style="FONT: 7pt 'Times New Roman';">    </span></font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">奇异期权</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">奇异期权的种类</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">   </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">依赖轨道的衍生产品</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><span style="mso-spacerun: yes;">    </span><p></p></font></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt 0.5in; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><b style="mso-bidi-font-weight: normal;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">第四部分：利率衍生产品</span></b><b style="mso-bidi-font-weight: normal;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></b></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">第十一章</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">  </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">利率衍生产品</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-tab-count: 1;"><font face="Times New Roman">            </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">利率期货</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-tab-count: 1;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">国库券期货</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">       </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">欧元期货</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">互换</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><p><font face="Times New Roman"></font></p></span></p><p><font face="Times New Roman"></font></p><p></p><p><font face="Times New Roman"></font></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">第十二章</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">  </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">利率衍生产品定价</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="TEXT-JUSTIFY: inter-ideograph; MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify;"><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-tab-count: 1;"><font face="Times New Roman">            </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">标准市场模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><font face="Times New Roman"><span style="mso-spacerun: yes;">              </span><span style="mso-tab-count: 1;"></span></font></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">短期利率模型</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">                </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">拓展</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"><span style="mso-spacerun: yes;"><font face="Times New Roman">          </font></span></span><span lang="ZH-CN" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 宋体; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">信誉风险</span><span style="FONT-SIZE: 10.5pt; mso-bidi-font-size: 10.0pt;"> <p></p></span></p><p></p><p></p><p></p><p></p><br/> [此贴子已经被作者于2007-11-13 1:49:49编辑过]
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