Handbook of Quantitative Finance and Risk Management课件.ppt

Handbook of Quantitative Finance and Risk Management Edited by Cheng-Few Lee Rutgers University Alice C. Lee San Francisco State University This handbook expects to be published by Springer by January 2009. Please send all comments and suggestions to C.F. Lee at lee@rbsmail.rutgers.edu 精品文档 Table of Contents for Handbook of Quantitative Finance and Risk Management PREFACE List of Contributors Part I – Introduction Part II – Essays Chapter 1 Theoretical Framework of Finance Chapter 2 Policy Framework of Finance Chapter 3 Research Methods of Finance Chapter 4 Overview of Finance Research Part III –Portfolio Analysis Chapter 1 Basic Concepts of Portfolio Analysis Chapter 2 Markowitz Portfolio-Selection Model Chapter 3 Capital Asset Pricing Model and Beta Forecasting Chapter 4 Index Model for Portfolio Selection Chapter 5 Performance-Measure Approaches for Selecting Optimum Portfolios 精品文档 Table of Contents for Handbook of Quantitative Finance and Risk Management Part IV – Options and Futures A. Basic Concepts and Strategies Chapter 1 Introduction Chapter 2 Options and Option Strategy 2.1 The Option Market and Related Definition 2.1 .1 What Is an Option? 2.1 .2 Types of Options and Their Characteristics 2.1 .3 Relationships Between the Option Price and the Underlying Asset Price 2.1 .4 Additional Definitions and Distinguishing Features 2.1 .5 Types of Underlying Asset 2.1 .6 Institutional Characteristics 2.2 Index and Futures Options 精品文档 Table of Contents for Handbook of Quantitative Finance and Risk Management 2.3 Put-Call Parity 2.3.1 European Options 2.3.2 American Options 2.3.3 Futures Options 2.3.4 Market Applications 2.4 Risk-Return Characteristics of Options 2.4.1 Long Call 2.4.2 Short Call 2.4.3 Long Put 2.4.4 Short Put 2.4.5 Long Straddle 2.4.6 Short Straddle 2.4.7 Long Vertical (Butt) Spread 2.4.8 Short Vertical (Butt) Spread 2.4.9 Calender (time) Spreads 2.5 Summary 精品文档 Table of Contents for Handbook