指数期货

芝加哥商品交易所集团（CMEGroup）正在调查本月的一起案例，迷你标普指数期货合约的一名交易员因疏忽大意，同时以买家和卖家的身份交易了近20万份合约。

CME Group , the Chicago-based futures exchange , is investigating a case this month where a trader in mini SP Index futures contracts inadvertently traded approximately 200,000 contracts as both buyer and seller .

于是，股票指数期货应运而生。

As a result , stock index futures came into being .

随着中国正式加入WTO，推出股票指数期货已是确定的方向。

With China 's entry into the WTO , it is orientated that we should carry on stock index futures business in our country .

扩展SV模型与股票指数期货定价

Expansion of SV Model and Stock Index Future Pricing

本文主要讨论了利用随机波动率（SV）模型来对股票指数期货进行定价的问题。

In this thesis , we are concerned with the problem of pricing of Stock Index Future using Stochastic Volatility ( SV ) model .

从分析CAPM（资本资产定价模型）入手，提出了用股票指数期货来对冲股票组合风险的一种方法。

Starting from CAPM ( Capital Assets Pricing Model ) analysis , a new method for hedging portfolio risk with stock index futures is proposed .

由于我国还没有推出股指期货，本文选用了美国S&P500指数期货的数据进行实证。分析模拟价格波动和基差的VaR值，对我国即将推出的股指期货的风险管理有一定的借鉴意义。

Since our country has not launched stock index futures , this paper chooses to use the date of the United States S & P500 index futures to calculate the price volatility and the VaR-based basis value .

举例来说，它的日经225指数期货合约的交易量，远远高于东京证交所的东证指数（Topix）合约。

For example , its Nikkei 225 futures contract is traded in much higher volumes than the TSE 's Topix contract .

最近产生的一些金融创新衍生工具（例如美元标价的MSCI台湾股票指数期货）使国际投资者管理外国股票价格风险更加的便利。

Recently , a class of innovative derivative instruments ( such as MSCI Taiwan index ) has been created to facilitate foreign equity price risk management especially for international investors .

随着世界海运市场的发展以及国际经济贸易政策的变化，波罗的海运费指数期货暴露出了越来越多的弊端，最终在2004年被新兴的远期运费协议（FFA）所替代。

As the world shipping market development and international economic and trade policy changes , the Baltic freight index futures exposed more and more defects and was eventually replaced by Forward Freight Agreement by ( FFA ) in 2004.As new freight derivatives , FFA has similar properties to futures .

股票指数期货是国际资本市场成熟的风险管理工具，自1982年美国堪萨斯期货交易所（KCBT）首先推出以来，在全球得到迅猛发展。

Since 1982 when it was first introduced in KCBT , the stock-index futures , as a mature risk control instrument in international capital market , has rapidly developed in the whole world .

沪深300股票指数期货期现套利机制研究

Research on Index Arbitrage of Shanghai and Shenzhen 300 Index Futures

摩根新加坡指数期货的合约规范细节尚待拟定落实。

The exact specifications of SIMSCI futures are yet to befinalised .

关于开设股票价格指数期货的理论探讨

On the Theory of the Stock Index Future in China

这种做法忽略了股票指数期货和现货间的基差风险。

This approach ignored the stock index futures and the cash-poor risks .

本文的研究对象是我国的股票指数期货。

This dissertation is a study on stock index futures in China .

股票指数期货是20世纪80年代发展起来的金融创新产品。

Stock index and futures were developed in the 1980 's.

推进股票指数期货上市初探

A Brief Exploration of Propelling the Listing of the Stock Index Futures

波罗的海运价指数期货市场的协整研究和定价模型

Research on cointegration in BIFFEX futures market and pricing model

中国股票指数期货模式研究

A Study of Models of Stock Index Future in China

股票指数期货合约设计的影响及模拟交易实证分析

Index Future Contract Denomination Effect and Experimental Trade Empirical Analysis

讨论一下股价指数期货的渊源与发展历史；

The origin and development of stock index futures will be discussed .

发展股票指数期货促进股票市场成熟

Implementing Stock Index Future and improving Chinese Stock Market

股票指数期货风险的法律监管

The Legal Supervision of the Stock-index Futures ' Risk

关于发展我国股票指数期货的探讨

On the Development of Chinese Stock Index Futures Markets

现金结算是指数期货和指数期权结算的方式。

The procedure by which index futures and index options contracts are settled .

可是，股价指数期货究竟在买卖些什么呢？

But what does a stock index futures SIF contract buy or sell ?

股票指数期货风险防范及监管思路

Risk Management and the Supervision of Stock Index Futures

指数期货套利交易策略设计

The Strategic Design for Trading Stock Index Future Arbitrage

股票指数期货风险控制研究

A Research of Risk Control over Stock Index Futures