chap外汇衍生产品市场.pptx

3. 外汇衍生产品市场;AMOUNTS OUTSTANDING OF OVER-THE-COUNTER (OTC) DERIVATIVES BY RISK CATEGORY AND INSTRUMENT (In billions of US dollars);DERIVATIVE FINANCIAL INSTRUMENTS TRADED ON ORGANISED EXCHANGES BY INSTRUMENT AND LOCATION (Number of contracts in millions);DERIVATIVE FINANCIAL INSTRUMENTS TRADED ON ORGANISED EXCHANGES BY INSTRUMENT AND LOCATION (Number of contracts in millions);;内容提要;外汇远期交易 FX FORWARDS;外汇远期交易 (FX Forwards);择期外汇远期交易;外汇远期合约的市场价值;择期远期汇率;远期汇率的确定：供求;远期汇率的确定：供求;远期汇率的确定：预期;远期汇率的确定：套利;;抛补套利 (Covered Interest Parity);抛补套利示意图;抛补套利情景分析;抛补利息平价公式推导;;习题;外汇期货交易 FX FUTURES ;外汇期货交易 (FX Futures);外汇期货的主要特征;Classification of financial futures;IMM外汇期货交易;清算机制;保证金制度;英镑期货保证金账户流量;Hedging with Currency Futures;外汇期权交易 FX OPTIONS;外汇期权交易 (FX Options);外汇期权交易 (FX Options);外汇期权交易 (FX Options);外汇期权交易 (FX Options);期权费;;;多头跨式期权;空头宽跨式期权;多头差价看涨期权;外汇互换交易 FX SWAPS;外汇互换交易 (FX Swaps);降低筹资成本：期初;降低筹资成本：期中;降低筹资成本：期末;防范汇率风险;本章主要知识点