金融衍生产品(Derivatives)

衍生产品在如今的金融市场中无处不在,所有产品的总额预计超过了1.2万兆美金(quadrillion,10^{15})。这些发明,如果运用得当,衍生品可以极高提升风险管理;但反之,也会带来很大的风险。2008年金融危机就是一个的例子。难怪,巴菲特将金融衍生品称比喻成“大规模杀伤性武器”。

本页面收集的大多是金融衍生产品的综合资源。如果需要关注于某一单项产品的资源,请访问以下页面:

期权(Options)
远期合约(Forwards)
期货(Futures)
权证(Warrants)
掉期交易(Swaps)
资产抵押债券(Asset-backed Security)

书籍

Options, Futures, and Other Derivatives, 9th Edition (2014)
John C. Hull

金融衍生产品经典教科书。任何做金融衍生品的人的书架上都应该有的参考书。

购买: Amazon.com / 亚马逊中国(中文版)
下载: PDF (5.6 MB) / PDF (33.5 MB) {中文扫描版}

PDF (15.6 MB) {习题答案}


Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options, 2nd Edition (2010)
Andrew M. Chisholm

购买: Amazon.com
下载: PDF (3.0 MB)


All About Derivatives, 2nd Edition (2010)
Michael Durbin

购买:Amazon.com / 亚马逊中国
下载:PDF (2.5 MB)


An Introduction to Derivative Securities, Financial Markets, and Risk Management, 1st Edition (2013)
Robert A. Jarrow, Arkadev Chatterjea

购买: Amazon.com
下载: PDF (10.7 MB)


Derivatives, 2nd Edition (2015)
Rangarajan Sundaram, Sanjiv Das

购买: Amazon.com
下载: PDF

Derivatives makes a special effort throughout the text to explain what lies behind the formal mathematics of pricing and hedging.


笔记

Introduction to Credit Default Swaps
Harvard Business School

购买 | PDF


Derivation of the Black-Scholes Option-Pricing Model
Darden School of Business

购买 | PDF


The Black-Scholes Option-Pricing Model
Darden School of Business

购买 | PDF


Options and Put-Call Parity
Harvard Business School

购买 | PDF


Introduction to Options
Harvard Business School

购买 | PDF


Introduction to the Pricing of Options
Harvard Business School

购买 | PDF


Options on Stock Indexes, Currencies, and Futures
Darden School of Business

购买 | PDF


Introduction to Derivatives
Harvard Business School

购买 | PDF


Interest Rate Derivatives
Harvard Business School

购买 | PDF


Introduction to Interest Rate Options
Harvard Business School

购买 | PDF


Introduction to Derivative Instruments
Harvard Business School

购买 | PDF


Note on Credit Derivatives
Harvard Business School

购买 | PDF


The Pricing of Warrants
Darden School of Business

购买 | PDF


Note on Forward Contracts and Swaps
Harvard Business School

购买 | PDF


Derivatives and Hedging
Darden School of Business

购买 | PDF

网站/连接

https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities

https://www.jpmorgan.com/jpmpdf/1320663533358.pdf

Money Never Sleeps