金融市场学

  1、张亦春、郑振龙 、林海主编:《金融市场学》
  2、《金融市场学》软件
  3、教学课件
  4、习题答案
  5、Further Readings
  6、相关链接

国家级“十一五”规划教材

《金融市场学》(第五版)主页

主持人:郑振龙

欢迎批评、指正: zlzheng@xmu.edu.cn

1、张亦春、郑振龙、林海主编,《金融市场学》(第5版),高等教育出版社,2017年12月。教育部面向21世纪教材、“十一五”国家级规划教材。本教材于2008年9月被评为国家精品教材。

2、《金融市场学》软件

3、教学课件:

    PPT.rar

4、习题答案可向免费索取(限任课教师)。

5、Further Readings:

  1. An Introduction to Investment Theory by Will Goetzmann(一本很好的网络教程)
  2. Banks as Monitors of other Banks: Evidence from the Overnight Federal Funds Market.pdf(第2章)
  3. Are Treasury Securities Free of Default.pdf(第2章)
  4. Liquidity, Asset Prices and Financial Policy.pdf(第3章)
  5. Exchange Rate Dynamics Redux.pdf(第4章)
  6. Expectations, Bond Prices, and the Term Structure of Interest Rates.pdf(第5章)
  7. What Determines Price-Earnings Ratios.pdf(第6章)
  8. P/E, P/B and the Present Value of Future Dividends.pdf(第6章)
  9. The Dividend Discount Model: A Primer.pdf(第6章)
  10. Detecting Spot Price Forecasts In Futures Prices.pdf(第7章)
  11. Forward and Futures Prices: Evidence from the Foreign Exchange Markets.pdf(第7章)
  12. Swaps: Plain and Fanciful.pdf(第7章)
  13. The Efficiency of the Treasury Bill Futures Market, pp. 895-914.pdf(第7章)
  14.  Market Incompleteness and Divergences Between Forward and Futures Interest.pdf(第7章)
  15.  An Economic Analysis of Interest Rate Swaps.pdf(第7章)
  16. 期货市场能否预测未来的现货价格?,陈蓉、郑振龙,《国际金融研究》,2007年第9期。P70-74。  (第7章)
  17. The Pricing of Options and Corporate Liabilities.pdf(第8章)
  18. Two-State Option Pricing, pp. 1093-1110.pdf(第8章)
  19. 中国可转债定价研究”,《厦门大学学报(哲社版)》,郑振龙、林海,2004年第2期。(第8章)
  20. Arbitrage: The Key to Pricing Options.pdf(第8章)
  21. Put-Call Parity and Market Efficiency.pdf(第8章)
  22. the relation between call and put option prices(第8章)
  23. 标准化期权的特征和风险(通俗读物)(第8章)
  24. 期权入门.pdf(通俗读物)(第8章)
  25. 期权交易策略.pdf(通俗读物)(第8章)
  26. The Pricing of Multiclass Commercial Mortgage-Backed Securities.pdf(第9章)
  27. Rational Prepayment and the Valuation of Mortgage-Backed Securities.pdf(第9章)
  28. Rational Prepayments and the Valuation of Collateralized Mortgage Obligations.pdf(第9章)
  29. Prepayment and the Valuation of Mortgage-Backed Securities.pdf(第9章)
  30. 利率期限结构研究述评,林海、郑振龙,《管理科学学报》2007年第2期。第10章)
  31. Yield Spreads and Interest Rate Movements A Bird's Eye View.pdf(第10章)
  32. A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.pdf(第10章)
  33. The Term Structure of Interest Rates A Test of the Expectations Hypothesis.pdf(第10章)
  34. The Term Structure of Interest Rates.pdf(第10章)
  35. The Changing Behavior of the Term Structure of Interest Rates.pdf(第10章)
  36. Asset pricing at the millennium.pdf(第11章)
  37. Does the Stock Market Overreact.pdf(第11章)
  38. Further evidence on the risk-return relationship.pdf(第11章)
  39. Efficient Capital Markets A Review of Theory and Empirical Work.pdf(第11章)
  40. Efficient markets II.pdf(第11章)
  41. The Cross-Section of Expected Stock Returns.pdf(第11章)
  42. On the impossibility of informationally efficient markets.pdf(第11章)
  43. The World Price of Covariance Risk.pdf(第11章)
  44. The Role of Securities in the Optimal Allocation of Risk-bearing.pdf(第12章)
  45. Portfolio Selection.pdf(第12章)
  46. The Equity Premium Puzzle and the Riskfree Rate Puzzle.pdf(第13章)
  47. The equity premium puzzle.pdf(第13章)
  48. The Equity Premium Stock and Bond Returns since 1802.pdf(第13章)
  49. Fama and French: The CAPM: Theory and Evidence.pdf(第13章)
  50. The Cross-Section of Expected Stock Returns.pdf(第13章)
  51. Risk, Return, and Equilibrium Empirical Test.pdf(第13章)
  52. Cochrane, John H, 1999, “New Facts in Finance” Economic Perspectives Federal Reserve Bank of Chicago 23 (3) 36-58. #6153. (第11、13章)
  53. Fama Eugene F. and Kenneth R. French 1996 "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance 51, 55-84.  (第13章)
  54. The Conditional CAPM and the Cross-Section of Expected Returns.pdf(第13章)
  55. Global Stock Markets in the Twentieth Century.pdf(第13章)
  56. Another Look at the Cross-Section of Expected Stock Returns.pdf(第13章)
  57. Security Prices, Risk, and Maximal Gains From Diversification.pdf(第13章)
  58. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital budgets.pdf(第13章)
  59. Equilibrium in a Capital Asset Market.pdf(第13章)
  60. On the Cross-Sectional Relation between Expected Returns and Betas.pdf(第13章)
  61. The arbitrage theory of capital asset pricing.pdf(第13章)
  62. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk.pdf(第13章)
  63. The pricing of options and corporate liabilities.pdf(第14章)
  64. Assessing Asset Pricing Anomalies.pdf(第14章)
  65. Market Efficiency, Long-Term Returns, and Behavioral Finance.pdf(第14章)
  66. Behavioral Portfolio Theory.pdf(第14章)
  67. Prospect Theory: An Analysis of Decision under Risk.pdf(第14章)

6、相关链接:

 

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