本文第四章是关于沪深300指数期货套利策略应用的研究。
This chapter is about the application of 300 index futures arbitrage strategy analysis.
在对指数期货的错误定价与套利机会的关系进行阐释的基础上，对错误定价的行为特征进行了描述。
On the basis of the relationship between the mispricing of index futures and arbitrage opportunities, the behavior of the mis-pricing features are described.
最后，结合沪深300指数期货套保值和套利应用过程中可能存在的一些问题，提出了相应的政策建议。
Finally, the CSI 300 Index futures hedging and arbitrage sets of the application process some problems may exist, the corresponding policy recommendations.
随后夏普建立了资本资产定价模型和单指数模型，罗斯等人建立了套利定价多因素模型。
Subsequently sharpe raised the single index model and capital asset pricing model Ross founded the multifactor model.
对即将推出的我国股票指数期货交易市场上的投机者与套利者进行套利活动有理论指导意义和实际操作意义。
It is directive in theory and in practical for speculators and arbitrageurs for the coming of stock index future market in our country.
证明了在指数O U过程模型下保险精算定价是一有套利定价。
We prove that insurance actuary pricing is arbitrage under the exponential O-U process model.
文章通过研究在发现套利机会后，以追踪误差最小化为目标建立指数复制的问题及其数学模型。
The paper concerns on the index replication problem after arbitrage opportunity are owned, and then a mathematical model is established to aim at minimizing tracking error.
本文写在沪深300指数期货推出之前，旨在提供给套利者一种实用的针对封闭式基金高折价的套利方法，为广大投资者以参考。
This paper written before the launch of HS300 index futures, and made a general reference to investors those who want to arbitrage on high-discount closed-end funds.
本文写在沪深300指数期货推出之前，旨在提供给套利者一种实用的针对封闭式基金高折价的套利方法，为广大投资者以参考。
This paper written before the launch of HS300 index futures, and made a general reference to investors those who want to arbitrage on high-discount closed-end funds.
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