股指期货风险

基于植入SV的VaR模型的股指期货风险度量

The study on measuring the risk of stock index futures based on VaR with SV implanted

基于Markowitz和VaR模型的股指期货风险预警

Stock Index Futures at Risk Monitor Based on Model Markowitz and Model Value at Risk

中国股指期货风险防范研究

Research on Avoiding the Risk of the Stock Index Futures of China

股指期货风险及其管理研究

A Study on the Risk of Stock Index Futures and Its Management

正文第四部分内容是完善我国股指期货风险防范法律机制的建议。

The fourth part of the body is to improve the Risk of Stock Index Futures legal mechanism .

第二，股指期货风险管理功能有助于降低股市波动，作用直观、明显。

Secondly , stock index futures ' risk management function is helpful to decrease the volatility of stocks market .

股指期货风险预警是金融风险控制的重要环节，在市场安全运行方面有着广泛的应用。

Early-warning of stock index futures risks is an important link in financial risk control and is also widely applied to market safe operation .

在对我国股指期货风险控制的研究中，提出了我国股指期货风险控制的目标模式，为我国股指期货风险控制指出了努力方向。

Through analyzing the problem that my country stock index futures risk control will face and bring forward the object model of futures markets .

最后，本文以巴林银行事件为案例，对股指期货风险进行分析，并通过案例分析指出其经验教训。

Finally , as a case of stock index futures risk , the thesis analyzed the Bank of Bahrain , and through the case study , pointed out the lessons learned .

正文第三部分研究了国外股指期货风险防范法律机制，有三种主要模式，分别是美国之政府主导模式；英国之自律主导模式；法国之中间模式。

The third part of the body of the foreign stock index futures is the legal mechanism of risks ; they have three main models , namely the U.S. government-led model ; British-led self-regulation ; the middle model of French .

我国股指期货风险识别从我国股指期货历史教训、股指期货风险来源和识别方法三个方面展开。

In this chapter of my country 's stock index futures risk identify we discuss from three aspects such as the historical lesson of my country 's stock index futures , the risk origin and identify methods of stock index futures .

并且由于股指期货风险对冲功能的充分发挥，将会对现货市场的波动起到抑制作用，因此在长期趋势中，现货市场与期货市场的走势比较吻合。

As stock index futures and hedge the risk of giving full play to function , will be on the spot market volatility has played inhibition , in the long-term trends in the spot market and futures market movements compared anastomosis .

作为股指期货风险管理的核心环节之一，保证金水平的设置对于控制交易成本和防范头寸违约风险具有十分重要的意义，也历来是期货理论和实践关注的重点。

As a core in the risk management of stock index futures , margin level setting is of vital importance to the prevention against default risk and the control of transaction cost , which has long remained a key issue in relevant futures theory and practice .

正文第一部分是股指期货风险防范法律机制概述，主要内容是股指期货的内涵与特征、股指期货的功能和股指期货风险的含义与分类。

The first part of the body is the legal mechanism to prevent the risk of stock index futures overview that the main content is the content and characteristics of stock index futures , stock index futures , and stock index futures risk function and the meaning and classification .

同时，文章还引入了神经网络中较为新颖的混合密度网络模型（MDN模型）对中国股指期货的风险VaR进行考察。

At the same time , the article introduces the mixture density network , a relatively new model of neural network .

为我国投资者进行股指期货的风险管理提供了参考。

Provide reference for the investors who are in risk management .

论我国股指期货的风险与对策

On the Risk and Countermeasures of Our Stock Index and Futures

我国开展股指期货的风险及其控制研究

Research on Risk and Risk Management about Stock Index Futures in China

股指期货在风险管理中的应用

The Application of Stock Index Futures in Risk Management

我国开设股指期货的风险及其防范措施

Risks in Stock Index Futures and Counter-measurements

完善的监管法律制度必然成为防范和控制股指期货市场风险的有效保障。

Effective legal supervision must be the best way of the prevention or control of stock index futures market risk .

但是另一方面对于股指期货的风险的管理也成为一个难题。

But on the other hand , the risk management of the stock index futures has also become a problem .

金融创新必然带来新的金融风险，股指期货的风险规模大、涉及面广，具有放大性、复杂性等特征。

The risk of stock index future market is characteristic of large scale , broad scope , magnification and complication .

对于套期保值者和套利者而言，股指期货的风险也就体现在基差波动不确定性上。

For hedging and arbitrage , the risk of the stock index futures is also reflected in the spread uncertainty .

股指期货既是风险管理的工具，也可能引发新的市场风险。

The stock index futures is not only tool of risk management , it also may induce the new market risk .

股指期货规避风险的手段是套期保值，而最优套期保值比率的确定是套期保值问题的关键。

Hedging is the mean of avoiding risk , and the optimal hedging ratio of hedging is the key to the problem .

第三节从法律角度，用法律的本质和作用来引出必须用法律制度来监管股指期货的风险。

The third part elicits that using the legal system to monitor the risk of stock index futures by the nature and role of law .

股指期货的风险成因主要有股指频繁波动、保证金交易产生的杠杆效应、非理性投机以及市场机制不健全等。

The reasons for risk mentioned above include the frequent fluctuation , the leverage of margin trade , irrational speculation and the unhealthy market mechanism .

最后本文得出结论，只要建立严密的股指期货市场风险管理制度和监管体系，采用先进适时的风险监控技术，加强证券和期货市场的监管协调，我国股指期货风险是可以防范和控制的。

At last we draw the conclusion that stock index futures risk can be controlled with modern risk monitor technology and coordinate management of stock and futures market .

最后，根据经济学机理分析以及中美比较分析、实证分析提出了优化中国股指期货市场风险监管体系的建议。

Finally , according to China-US economic analysis , and comparative analysis of the mechanism , proposed to optimize empirical analysis of Chinese stock index futures market risk regulatory system recommendations .