《期貨市場學（第2版）》是2020年清華大學出版社出版的圖書。
基本介紹
- 中文名：期貨市場學（第2版）
- 作者：安毅
- 出版時間：2020年
- 出版社：清華大學出版社
- ISBN： 9787302560852
內容簡介,圖書目錄,
內容簡介
本書在簡要介紹傳統期貨知識的基礎上，增加了大量新內容，包括：微觀市場結構與價格形成機制、期貨價格與期現貨套利、基差定價、**套期比率和動態套保、套期保值的風險管理和效果評價、統計套利、程式化交易、算法交易、高頻交易、市場發展歷史與創新趨勢等。書中不僅精心布局了篇章結構，而且增設了新形態“網際網路+”拓展資源，每章章末均配有線上測試題，以便讀者鞏固並掌握重要知識點。本書既可作為金融學相關專業的本科生與研究生教材，又可作為社會培訓、市場分析和理論研究的參考讀物。
圖書目錄
第一章 期貨市場基本原理 ···············································································1
第一節 期貨交易的產生與特徵 ·················································································2
第二節 期貨契約與行情信息 ···················································································11
第三節 期貨交易流程 ·······························································································19
第四節 期貨交割 ·······································································································24
第五節 清算與結算 ···································································································30
【本章知識點回顧】 ···································································································35
【思考題】 ···················································································································35
第二章 期貨價格的形成機制與產業套用 ························································37
第一節 微觀市場結構與價格形成 ···········································································38
第二節 期貨價格理論 ·······························································································47
第三節 期現貨套利 ···································································································57
第四節 價格發現與產業定價 ···················································································68
【本章知識點回顧】 ···································································································74
【思考題】 ···················································································································74
第三章 期貨套期保值 ·····················································································76
第一節 套期保值的基本原理 ···················································································77
第二節 傳統套期保值的基本原則和現實問題 ·······················································83
第三節 最優套期比率和動態套期保值 ···································································87
第四節 套期保值的風險與管理 ···············································································96
第五節 套期保值的效果評價 ·················································································101
【本章知識點回顧】 ·································································································104
【思考題】 ·················································································································104
第四章 期貨價差套利 ···················································································105
第一節 期貨價差套利的基本原理 ·········································································106
第二節跨期、跨品種與跨市套利 ········································································· 110
第三節統計套利 ·····································································································123
【本章知識點回顧】 ·································································································126
【思考題】 ·················································································································127
第五章期貨交易的基本面分析····································································128
第一節商品期貨價格分析 ·····················································································129
第二節股票期貨價格分析 ·····················································································138
第三節國債期貨價格分析 ·····················································································142
第四節外匯期貨價格分析 ·····················································································144
【本章知識點回顧】 ·································································································148
【思考題】 ·················································································································148
第六章期貨交易的技術分析 ········································································149
第一節期貨市場技術分析的特殊性 ·····································································150
第二節 K 線分析 ·····································································································152
第三節支撐、阻力與趨勢 ·····················································································159
第四節形態分析 ·····································································································163
第五節指標分析 ·····································································································168
第六節其他技術分析方法 ·····················································································176
【本章知識點回顧】 ·································································································182
【思考題】 ·················································································································183
第七章計算機量化交易 ···············································································184
第一節程式化交易 ·································································································185
第二節算法交易 ·····································································································188
第三節高頻交易 ·····································································································197
【本章知識點回顧】 ·································································································210
【思考題】 ················································································································· 211
第八章期貨市場風險控制制度····································································212
第一節保證金制度 ·································································································213
第二節價格限制制度 ·····························································································220
第三節限倉制度與大戶報告制度 ·········································································225
第四節強行平倉與強制減倉制度 ·········································································230
第五節其他風險控制制度 ·····················································································234
【本章知識點回顧】 ·································································································239
【思考題】 ·················································································································239
第九章期貨市場的歷史演變與組織架構 ······················································240
第一節期貨市場的歷史演變 ·················································································241
第二節期貨交易所與結算機構 ·············································································249
第三節期貨市場的中介機構 ·················································································258
第四節期貨市場的交易者結構 ·············································································262
第五節期貨監管體制 ·····························································································268
【本章知識點回顧】 ·································································································274
【思考題】 ·················································································································274
參考文獻········································································································276
