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Jingdong book

期权知识系列丛书股票期权产品设计：关键主题

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Jingdong book

期权知识系列丛书股票期权产品设计：关键主题

Name: 期权知识系列丛书 股票期权产品设计：关键主题
Brand: Jingdong book
SKU: 3111009381
Price: 33.36 USD
Availability: OutOfStock

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股票期权具有价格发现和规避股市风险等重要功能，是投资者特别是长期资金管理者实现市场化风险管理、促进资产保值增值的重要工具。本书为上海证券交易所“期权知识系列丛书”中的一本，系统介绍了上交所期权业务团队在设计股票期权产品时对一系列关键问题所进行思考与研究的总结，包括股票期权标的证券选择、合约条款设计、交易制度、做市商制度、价格稳定与大宗交易机制、风险控制、风险处置、投资者适当性管理与波动率指数等，有助于提高广大投资者对股票期权的认识和理解，针对性强，能够帮助投资者更有效地规避股市风险，丰富投资组合，实现投资套利。

Content Description

2015年2月9日，上证50ETF期权成功在上海证券交易所上市交易。本书是上交所期权业务团队在设计股票期权产品时对一系列关键问题所进行思考与研究的总结。本着设计中国特色股票期权市场的基本原则，本书充分借鉴了境外期权市场与境内期货市场，结合我国市场现状，对股票期权标的证券选择、合约条款设计、交易制度、做市商制度、价格稳定与大宗交易机制、风险控制、风险处置、投资者适当性管理与波动率指数等问题进行了详细介绍与分析。

Author Description

黄红元，上海证券交易所党委副书记、总经理，历任中国证监会规划委委员、证监会基金部副主任、上海证监局副局长、证监会上海专员办主任、中国证券业协会证券投资基金委员会专家顾问、证监会担任机构部主任等职。

Catalogue

第一章引言：中国特色股票期权市场探索

1.1 产品开发背景

1.2 总体设计思路与特点

1.3 产品开发实践与前瞻

第二章合约标的选择

2.1 国际市场股票期权品种概况

2.2 ETF期权与个股期权比较

2.3 标的选择标准

第三章合约条款设计

3.1 概述

3.2 期权类型

3.3 合约单位

3.4 合约到期期限

3.5 股票期权行权价格间距

3.6 行权价格数量

3.7 履约方式

3.8 交割方式

3.9 合约调整

3.10 代码与简称

第四章交易机制

4.1 概述

4.2 交易机制选择：混合模式还是纯做市商模式

4.3 订单类型与订单优先规则

4.4 最小报价单位

4.5 行权指派与交收

4.6 账户体系与结算制度

4.7 收费机制

第五章做市商制度

5.1 概述

5.2 做市商模式

5.3 做市商的义务

5.4 做市商的权利

5.5 做市商评价机制

5.6 做市商激励机制

第六章价格稳定与大宗交易机制

6.1 概述

6.2 价格涨跌幅制度

6.3 断路器机制

6.4 大宗交易机制

第七章风险控制

7.1 期权市场主要风险及风险防范和控制体系

7.2 保证金制度（一）：保证金收取模式

7.3 保证金制度（二）: 组合策略保证金

7.4 保证金制度（三）：证券保证金

7.5 结算价

7.6 限仓制度

7.7 保证金安全存管监控机制

7.8 其他

第八章风险处置

8.1 强行平仓

8.2 取消交易制度

第九章投资者适当性管理制度

9.1 境外投资者适当性管理的规定及做法

9.2 我国股指期货市场的投资者适当性管理制度

9.3 我国期权市场投资者适当性管理制度的构建

第十章波动率指数

10.1 波动率指数在境外市场的发展状况

10.2 境外波动率指数编制方法

10.3 上海证券交易所波动率指数编制方案

参考文献

后记

Book Abstract

目前，股票期权作为与现货证券市场联系最为紧密的金融衍生品，已成为全球衍生品市场最重要的工具之一。从交易量上看，股票期权（含ETF期权和个股期权）占场内衍生品交易量的比重已接近30%。

股票期权在境外市场虽然是十分成熟的金融衍生工具，但对我国资本市场而言仍然是一项无先例、无实践的重大创新。事实上，期权作为非线性的衍生品，比现货和期货都要复杂很多，以致有人说，如果说衍生品是金融产品中的皇冠，那么期权以其复杂性和策略多变性当之无愧为这顶皇冠上的明珠。

考虑到期权产品的复杂性和中国市场现阶段特点，我们确立了偏谨慎的产品开发思路，提出了“高标准、稳起步、严监管、控风险”十二字总的指导思想和“规则、系统、账户、资金、风控、运行”六个独立的产品设计原则，目标是在合理借鉴国际期权市场和国内期货市场经验基础上，建设符合中国市场实践和投资者需要的股票期权市场。

长久以来，我国政治、经济、文化等各个领域的建设和发展，往往都颇为强调“中国特色”，只要是与国际惯例或国外经验不同的地方，都毫无例外地归咎为“中国特色”，甚至在不少情况下，“中国特色”成了改革、创新遇到阻力或者出现问题时的挡箭牌，成为我国政治经济改革的阻碍力量。在期权产品设计上，如何避免将“中国特色”作为挡箭牌，避免其成为不改革、不创新的借口，也是我们一直在思考的问题。

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期权知识系列丛书 股票期权产品设计：关键主题

期权知识系列丛书股票期权产品设计：关键主题