To reduce the basis risk, this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted.
为了降低套期保值交易的基点差风险，本文提出了利用多种股票指数期货对股票组合进行复合套期保值的策略，并给出了套期保值成本相同和限制套期保值成本两种情况下的套期保值率公式。
A trust company may engage in stock index futures trading for the purpose of hedging, arbitrage or speculation with its single trust business.
信托公司单一信托业务可以套期保值、套利和投机为目的开展股指期货交易。
The third part is the supervising models comparisons of stock index futures in developed countries or areas.
第三部分是发达国家或地区股指期货监管模式的比较。
应用推荐