21世纪经济管理新形态教材·金融学系列期货市场学(第2版)/安毅

目 录

**章 期货市场基本原理 ···············································································1

**节 期货交易的产生与特征 ·················································································2

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

第三节 期货交易流程 ·······························································································19

第四节 期货交割 ·······································································································24

第五节 清算与结算 ···································································································30

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

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

第二章 期货价格的形成机制与产业应用 ························································37

**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

**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 *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

**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

**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

**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

**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

**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

**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

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