In this paper, we discuss the price interval of stock index futures with stochastic interest rates.
本文讨论了随机利率下股票指数期货的价格区间。
The results also suggest that margin is a direct factor which determines the equilibrium price of stock index futures.
研究结果还表明保证金水平直接影响股指期货的出清价格。
Stock index futures is one of financial futures; It is based on the price of stock index futures.
股指期货属于金融期货的一种,是以股票市场的股票价格指数为标的物的期货合约。
Corresponding to hedgers' transferring price risk and abandoning risk earnings, the speculators in the stock index futures market shall intentionally take the risk from hedgers in pursuit of profit.
与套期保值者转移价格风险、放弃风险收益的属性相对应,股指期货市场中的投机者就是承担价格风险和追逐风险收益。
The research to the liquidity of stock index futures simulation trade in Shanghai futures exchange and the price discovery is valuable.
因此对上海期货交易所股指期货模拟交易流动性,以及价格发现的研究显有价值。
Stock index futures can find out the trend of changes in future price of stock market.
股指期货能发现股票市场未来价格的变动趋势。
The exchange has the right to adjust the settlement price for delivery of the stock index futures according to the conditions of market.
交易所有权根据市场情况对股指期货的交割结算价进行调整。
Currently, the research in stock index futures mainly focused on pricing, price discovery, arbitrage, hedging and so on.
目前,国内外有关股指期货的研究主要集中在定价、价格发现、投机套利、套期保值等方面。
Currently, the research in stock index futures mainly focused on pricing, price discovery, arbitrage, hedging and so on.
目前,国内外有关股指期货的研究主要集中在定价、价格发现、投机套利、套期保值等方面。
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