金融和衍生品的直观介绍:概念术语和模型An Intuitive Introduction to Finance and De

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金融和衍生品的直观介绍：概念，术语和模型
An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models(2023)


Author(s): Alex Backwell
Series: Springer Texts in Business and Economics
Publisher: Springer,
Year: 2023
ISBN: 3031234529,9783031234521


本书对金融领域一些最重要的主题进行了完整而直观的概述，例如投资风险、市场定价和市场效率、套利、对冲以及金融衍生品的定价和应用。它对相关材料和概念进行了第一性原理介绍，强调直觉。本书仔细介绍了金融术语及其隐含的理解。本书从最通用的金融术语开始，逐渐专门介绍投资理论，然后是衍生品。本书是为金融新手量身定制的，例如刚进入金融领域或对金融感兴趣的研究生，或转向更量化角色的金融从业者。



Preface
Contents
1 Preliminaries
        1.1 What Is Finance?
        1.2 Returns and Interest Rates
        Literature Notes
        References
2 Risk and Expected Utility
        2.1 Risk Measures
        2.2 Utility and the Expected Utility Hypothesis
        Literature Notes
        References
3 Market Pricing and Market Efficiency
        3.1 The Efficient-Market Hypothesis
        3.2 Implications
        Literature Notes
        References
4 Modern Portfolio Theory
        Literature Notes
        References
5 Asset Pricing
        5.1 The CAPM
        5.2 Factor Models
        Literature Notes
        References
6 Introduction to Derivatives
        6.1 Forward Contracts
        6.2 Options
        Literature Notes
        References
7 Arbitrage- and Model-Free Pricing Methods
        7.1 Arbitrage
        7.2 Pricing and Hedging Forwards
        7.3 Model-Free Option Analysis
        Literature Notes
        References
8 Modelling, Pricing, and Hedging
        8.1 The One-Period Binomial Model
        8.2 The Black–Scholes–Merton Model
        8.3 Beyond Black–Scholes–Merton
        Literature Notes
        References



This book gives a self-contained, intuitive overview of some of the most important topics of finance, such as investment risk, market pricing and market efficiency, arbitrage, hedging, and the pricing and application of financial derivatives. It provides a first-principles introduction to the relevant material and concepts, emphasising intuition. Financial terminology, and the understanding implicit therein, is carefully introduced. The books starts with finance in the most general terms, and gradually specialises to investment theory and then derivatives. This book is tailor-made for readers new to finance, such as graduate students entering or interested in finance, or financial practitioners moving to a more quantitative role.






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关键词：introduction troduction INTUITIVE Finance Financ

前言
目录
1 前言
1.1 什么是金融？
1.2 收益与利率
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参考文献
2 风险与预期效用
2.1 风险度量
2.2 效用与预期效用假说
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参考文献
3 市场定价与市场效率
3.1 有效市场假说
3.2 含义
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参考文献
4 现代投资组合理论
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参考文献
5 资产定价
5.1 资本资产定价模型 (CAPM)
5.2 因子模型
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参考文献
6 衍生品简介
6.1 远期合约
6.2 期权
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7 套利定价方法和非模型定价方法
7.1 套利
7.2 远期合约的定价与对冲
7.3 非模型期权分析
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8 建模、定价与对冲
8.1 单期二项式模型
8.2 布莱克-舒尔斯-默顿模型模型
8.3 超越布莱克-斯科尔斯-默顿模型
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