股指期货期现套利中的现货构建和实证研究.pdf 全文免费在线阅读

  本文关键词：股指期货期现套利中的现货构建与实证研究，由笔耕文化传播整理发布。

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股指期货期现套利中的现货构建与实证研究A Demonstration Research of Stock on hand Setup and ArbitrageAbstractFollowing by the establishment and development of global,international businessenvironment,securities business plays more and more important role.As brand new product,Storck Index Futures attractbig attention.This article does a demonstration research of StockIndex Futures’list price model and arbitrage.Arbitrage has 4 kinds:Across city arbitrage,Across period arbitrage,Across a type ofarbitrage end expect now arbitrage.Expect now arbitrage is the arbitrage type which simulate investment mixture be咐eenStock Index Futures and Stock on hand,this is the apt type to arbitrage in domestic stockmarket.The essential of arbitration research is to study how to price properly.So far theresearch of fist price model is from two sides,one is cost of CalTy model,the other isanticipate theory,and the former is more universal.Actual price ofstock index futures alwaysdeparture from it’s nominal... 内容来自转载请标明出处.

  本文关键词：股指期货期现套利中的现货构建与实证研究，由笔耕文化传播整理发布。