4) stock index futures
股指期货
1.
Investment strategies of stock index futures;
股指期货投资策略与技巧
2.
The study on measuring the risk of stock index futures based on VaR with SV implanted;
基于植入SV的VaR模型的股指期货风险度量
3.
Study on the development of stock index futures in China;
我国证券市场开发股指期货研究
5) Index future
股指期货
1.
Dynamic Hedging with Index Futures Considering Asymmetric Effect of Basis;
考虑基差影响非对称效应的股指期货对冲策略
2.
To avoid the expiration-day effects of derivatives overlapping with monthly effect of cash market, the optimal last trading day of index futures is best set in mid-month.
为了防止期货到期日效应与现货月效应及假日效应等重叠,增大现货市场的波动性,本文建议将股指期货合约最后交易日设在月中。
3.
At present, whether or not China should introduce index future has cause hot discussion, this article focus on this issue and finally comes to the conclusion that China should build an index future market with a national integrated index being the underlying index, with market maker, with strong regulation,.
现阶段中国是否应该发展股指期货市场在理论界引起了热烈的讨论,本文结合国外成熟市场以及新兴市场发展股指期货的经验,分析了我国发展股指期货的必要性与可行性以及中国发展股指期货的前景;通过对我国证券市场发展状况的分析,归纳了目前中国发展股指期货市场所面临的主要问题,对建立我国股指期货市场交易制度进行了探讨,并提出了加强股指期货市场监管和建立健全法律体系的一些建议。
6) stock index future
股指期货
1.
Improved method for calculating hedge ratio of stock index future;
股指期货套期保值比率计算方法的改进
2.
The Impacts of Stock Index Futures on Informational Efficiency of Cash Markets:An Empirical Study;
股指期货对现货市场信息效率影响的实证研究
补充资料：指通货定价的方式
指通货定价的方式 Term
定义：
例如1美元等于5法郎，则以法国方式(French terms)报价时为FFr.0.5/US$(每美元5法郎)，以美国方式(American terms)报价时为US$0.20/FFr.（每法国法郎0.20美元)。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。