目 录
第一章 期货市场基本原理 ···············································································1
第一节 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
第一节 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
第一节 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 最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
第一节 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
第一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
第一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
第一节程序化交易 ·································································································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
第一节保证金制度 ·································································································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
第一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
参考文献········································································································276
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