知驿📋 资源介绍
本资源为大学金融《衍生品（Derivatives and Fixed Income）》课程合集，共51个文件、5.8GB，含47个视频与4个PPT课件。视频按章节系统讲解：股票期权性质与变量影响、期权价格上下界、无股利看跌看涨平价、含期权的交易策略（保本票据、标的与期权头寸、同类型多期权组合）、维纳过程与伊藤引理、Black-Scholes-Merton模型（股价假设、波动率、风险中性估值、美式看涨）、希腊字母与Delta对冲（Theta、Gamma、Vega、Rho）、波动率微笑、股指与货币期权等；课件覆盖Ito、Black-Scholes与Greeks核心推导。适合金融专业学生、考研金融方向考生、CFA/FRM备考者及量化入门者，可系统掌握期权定价与对冲逻辑，按目录直接转存学习。
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🗂️ 完整文件清单（51 个文件 / 5.8GB）
📁 11衍生品 6 项
📁 9.10下午 2 项
- 📄 Lecture 10_Greeks final.pptx2.5MB
- 📄 Lecture 9_BlackScholes_opts fianl.pptx3.2MB
📁 9.9 2 项
- 📄 Lecture 8_BlackScholes_Ito final.pptx1.9MB
- 📄 Ito_BlackScholes_Greeks 6,7 final.pptx3.4MB
- 📄 84、课程：衍生品-Derivatives and Fixed Income Options on Stock Indices and Currencies.1、Derivatives and Fixed Income Options on Stock Indices and Currencies（一）.mp4130.7MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.10、Derivatives and Fixed Income Trading Strategies Involving Options（二）.mp4110.9MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.1、Hedging Stop-Loss Strategy Greeks Summary.mp4131.6MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.4、Delta Hedge（三）.mp4119.6MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.3、Delta Hedge（二）.mp473.4MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.7、Theta Gamma.mp4126.4MB
- 📄 80、课程：衍生品-Derivatives and Fixed Income Wiener Processes and Ito-’s Lemma.1、Markov Processes.mp4.mp4132.6MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.8、Derivatives and Fixed Income Properties of Stock Options（一）.mp4132.9MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.1、The Stock Price Assumption.mp4120.6MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.7、Two or more options of the same type（五）.mp4131.2MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.8、Vega Taylor Managing DeltaSeries Expansion Managing Delta Rho.mp4130.9MB
- 📄 80、课程：衍生品-Derivatives and Fixed Income Wiener Processes and Ito-’s Lemma.5、A Wiener Process（四）.mp4130.3MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.2、Effect of Variables on Option Pricing （二）.mp4126.4MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.2、The Volatility.mp4120.3MB
- 📄 83、课程：衍生品-Derivatives and Fixed Income Volatility Smiles.3、Derivatives and Fixed Income Volatility Smiles（二）.mp475.2MB
- 📄 84、课程：衍生品-Derivatives and Fixed Income Options on Stock Indices and Currencies.3、Derivatives and Fixed Income Options on Stock Indices and Currencies（三）.mp490.4MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.1、Principal Protected Note.mp4128.9MB
- 📄 80、课程：衍生品-Derivatives and Fixed Income Wiener Processes and Ito-’s Lemma.3、A Wiener Process（二）.mp4101.9MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.1、Effect of Variables on Option Pricing （一）.mp4123.5MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.6、Put-Call Parity No Dividends（二）.mp4132.9MB
- 📄 83、课程：衍生品-Derivatives and Fixed Income Volatility Smiles.2、Derivatives and Fixed Income Volatility Smiles（一）.mp4131.3MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.6、Risk-Neutral Valuation American Calls.mp4125.5MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.6、Two or more options of the same type（四）.mp4133.8MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.2、Delta Hedge（一）.mp484.5MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.5、The Concepts Underlying Black Scholes Merton（三）.mp4134.4MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.4、Two or more options of the same type（二）.mp4131.1MB
- 📄 80、课程：衍生品-Derivatives and Fixed Income Wiener Processes and Ito-’s Lemma.4、A Wiener Process（三）.mp4103.3MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.4、Upper and lower bounds for option prices（二）.mp499.2MB
- 📄 80、课程：衍生品-Derivatives and Fixed Income Wiener Processes and Ito-’s Lemma.2、A Wiener Process（一）.mp4129.2MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.3、Upper and lower bounds for option prices（一）.mp4129.1MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.5、Two or more options of the same type（三）.mp4124.4MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.8、Two or more options of the same type（六）.mp4132.5MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.7、Put-Call Parity No Dividends（三）.mp4125.1MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.9、Derivatives and Fixed Income Trading Strategies Involving Options（一）.mp4127.0MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.4、The Concepts Underlying Black Scholes Merton（二）.mp4133.7MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.7、Derivatives and Fixed Income The Black-Scholes-Merton Model.mp486.6MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.9、Derivatives and Fixed Income Properties of Stock Options（二）.mp469.2MB
- 📄 78、课程：衍生品-Derivatives and Fixed Income Properties of Stock Options.5、Put-Call Parity No Dividends（一）.mp4126.4MB
- 📄 84、课程：衍生品-Derivatives and Fixed Income Options on Stock Indices and Currencies.2、Derivatives and Fixed Income Options on Stock Indices and Currencies（二）.mp4121.5MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.3、Two or more options of the same type（一）.mov.mp480.9MB
- 📄 83、课程：衍生品-Derivatives and Fixed Income Volatility Smiles.1、The Volatility Smile for Foreign Currency Options.mp4131.1MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.5、Delta Hedge（四）.mp4135.0MB
- 📄 81、课程：衍生品-Derivatives and Fixed Income The Black-Scholes-Merton Model.3、The Concepts Underlying Black Scholes Merton（一）.mp4134.8MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.6、Delta Hedge（五）.mp4140.6MB
- 📄 82、课程：衍生品-Derivatives and Fixed Income The Greek Letters.9、Derivatives and Fixed Income The Greek Letters.mp484.4MB
- 📄 80、课程：衍生品-Derivatives and Fixed Income Wiener Processes and Ito-’s Lemma.6、A Wiener Process（五）.mp477.2MB
- 📄 79、课程：衍生品-Derivatives and Fixed Income Trading Strategies Involving Options.2、Positions in an Option & the Underlying.mp477.6MB