这是朋友参加摩根斯坦利(香港)固定收益部客户培训时的教材。主要针对各大公司CFO的。
The Morgan Stanley
ADVANCED OPTION COURSE
EXOTICS AND DERIVATIVES
INDEX OF FIGURES 6
INDEX OF EQUATIONS 6
INDEX OF TABLES 6
BARRIER OPTIONS 7
DELAYED AND PARTIAL BARRIERS 23
BINARY OPTIONS 25
AVERAGE OPTIONS 29
LOOKBACK OPTIONS 31
COMPOUND OPTIONS 33
OPTIONS ON MULTIPLE INSTRUMENTS 34
PASSPORT OPTION 35
VOLATILITY SWAP 36
FX LINKED NOTES 38
GENERAL ISSUES 40
DESIGNING STRATEGIES -- SOME EXAMPLES 41
THE VOLATILITY SMILE 45
INDEX OF FX OPTIONS AND DERIVATIVE PRODUCTS 53
[此贴子已经被作者于2008-5-29 1:32:48编辑过]