首先，对股指期货交易成本概念作出补充，并试图给出体现各种交易成本的股指期货定价模型；
Firstly, the concept of transaction cost in stock index futures will be modified and we try to give pricing model of stock index futures considering various costs;
期货市场的定价已经开始疏远美元了。阿联酋为了抑制投机在11月22日下调短期利率。
Futures markets are already pricing in a slight loosening of the dollar peg-though the UAE's central bank sought to quell speculation on November 22nd by cutting short-term interest rates.
美国就业数据发布前，美元对欧元和英镑汇率走低，导致以美元定价的大宗商品期货走高。
The dollar weakened against the euro and sterling ahead of the jobs data and commodity futures, which are priced in dollars, advanced.
期货合约涉及在指定时间和以指定价格，出售或购买一定数量商品的义务。
Futures contracts involve the formal obligation to sell or buy a given amount of a commodity at a specified time and price.
11月1日，纽约商品交易所在都柏林的期货交易所开张，并以公开叫价的方式交易作为世界三分之二原油的定价基准的布伦特原油期货。
On November 1st the NYMEX opened an open-outcry pit in Dublin to handle Brent crude futures, the benchmark contract for pricing two-thirds of the world's oil.
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.
为了确保将来能以固定价格卖出现货商品而买入期货合约。
Purchase of futures against the fixed price forward sale of a cash commodity.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
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.
本文就是在这样的背景下研究了利率期货的定价问题。
Consequently, this paper is going to explore the pricing of interest rate futures.
因为成熟的期货市场可以发挥对有色金属的定价功能，期货价格往往成为现货价格的风向标。
Ripe futures markets play a role of pricing non-ferrous metal, and futures price may be weathervane to spot price.
文章分析了得出的结果，我们认为我国上海燃料油期货市场是基本有效的市场，但是其国际定价能力还是有限的。
Finally, this article analyzed the result which we get is that Shanghai fuel oil futures market is the basic effective market. However, its international pricing power is still limited.
看涨期权赋予买方以权利，但不必负有义务，在期权到期日当天或到期之前，按敲定价格买进相关期货合约。
A call is option that gives the buyer the right, but not the obligation, to purchase the underlying futures contract at the strike price on or before the expiration date.
本文研究的实际意义在于：找寻铜期货价格的运行规律，为建立和完善国内相关铜产品定价提供理论支持；
The significance is funding copper futures price move routine, supplying theoretical support for establishing and perfecting copper price making in domestic.
指有权按某一固定价格买入单一公司股票的期货合约。
The futures contract gives the right to buy the stocks of a single company at a fixed price.
本文从持有成本模型推导出的股指期货理论价格出发，引申出指数期货错误定价的概念。
In this paper, stock index futures theory prices is derived from Cost-of-carrying model gives rise to the concept of index futures mispricing.
在对指数期货的错误定价与套利机会的关系进行阐释的基础上，对错误定价的行为特征进行了描述。
On the basis of the relationship between the mispricing of index futures and arbitrage opportunities, the behavior of the mis-pricing features are described.
最后，为了继续提升上海燃料油期货市场的有效性及其国际定价能力，我们有针对性的提出了一些意见和政策建议。
In order to improve the effectiveness and international pricing power of Shanghai fuel oil market, I sever as focused referneces and policy recommendations.
但由于市场是不完美的，对信息传递存在阻碍，会形成股指期货的错误定价。
However, the existence of imperfect markets, there is obstruction to the transmission of information, will form the mispricing of stock index futures.
接着给出了中国股指期货合约的试用模板及相应的制度规定，并给出了股指期货的理论定价模型。
Then give the contract of Chinese stock index futures and the corresponding system, and give the theoretical pricing model of stock index futures.
期货价格是卖方同意在未来特定时间将一定量的石油以特定价格卖给买方的价格。
Futures prices are used when traders create oil futures contracts where the seller agrees to sell a certain number of barrels of oil to the purchaser at a predetermined price on a predetermined date.
具体协议中的锁定价格是商业机密，但是布伦特原油期货价格在2005年时，每桶低于55美元；
The price at which the contract was fixed is confidential, but Brent crude stood at just under $55 a barrel in 2005;
期货以一定价格在未来某一特定时间内购买或出售资产的一种协议。
Futures an agreement to buy or sell an asset at a certain time in the future for a specified price.
另一方面加快步伐打造中国的石油期货市场，获得国际石油定价权。
On the other hand we should speed up the pace to build China's oil futures market to win the pricing right.
另一方面加快步伐打造中国的石油期货市场，获得国际石油定价权。
On the other hand we should speed up the pace to build China's oil futures market to win the pricing right.
应用推荐