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所在平台: Udemy |
课程主页: https://www.udemy.com/course/financial-risk-management-derivatives/
课程评论：没有评论
**课程名称：** 金融风险管理-金融衍生品 **课程概述：** 本课程深入探讨金融风险管理的核心技术与工具，阐述风险管理的目标，并详细介绍金融衍生品的概念及其在风险管理中的应用。课程涵盖了使用远期合约管理商品价格风险、利率风险和汇率风险。此外，还将讲解期货合约、期货市场的主要参与者，以及利用期货合约进行风险管理的方法,如对冲比率和投资组合方法。 课程内容包括： * **远期市场：** 远期合约的定义、远期市场对冲、多头头寸、空头头寸、远期价格、远期合约的收益图、空头头寸的收益图、多头头寸的收益图。 * **期货市场：** 期货合约的定义、对期货合约的需求、远期合约与期货合约的区别、实例分析。还将深入讲解保证金要求、清算所、每日盯市、套利以及期货合约在到期日的结算。最后，将分析期货合约买卖双方的盈亏。 * **期权市场：** 期权的定义、期货合约与期权合约的区别、期权类型（看涨期权、买入期权、执行期权、看跌期权）。将通过实例分析期权在到期日的执行情况。还将分析看涨期权和看跌期权的买卖双方的收益图和损益分析。此外，课程还将介绍美式期权和欧式期权的定义、区别，以及期权在到期日前的状态（价内、平价、价外）、期权的内在价值，以及投资者在合约到期日的风险管理。 **syllabus:** 无
Techniques ad tools of Risk Management- its objectives, concept of derivatives and instruments to manage risk, forward contracts managing commoditity price risk, interest rate risk, and exchange risk.Future contracts and instruments and participants in future industry.Risk Management applying future contracts like hedge ratio and portfolio approach.cash asset, types of derivatives, Forward market hedge, long position, short position, forward price, payoffs from forward contracts, payoffs to the short position, payoffs to the long position.future contracts-definition, need for future contracts, the difference between forward contracts and futures contracts, examples, Margin requirements, clearing house, mark to market margin, Arbitrage. settlements of futures contracts at the expiry date. profit and losses to the buyer and sellers in futures contracts.Options: Definition of options, the difference between futures contracts and option contracts, types of option, call option, buy option, execution of call option, and put option at expiry date with examples. Analysis or pays offs or profit and loss to the buyer and seller of call option and put options, American option European options, differences between American and European options. options exist before the expiry date, Investments Required for options trading for buy option and call option, the status of call option and put option, in the money, at the money, out of the money, the intrinsic value of call and put options and risk management of investors the expiration date of the contract.
