现货组合的构建是股指期货期现套利的关键问题之一。
Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.
本文主要研究了沪深300股指期货的期现套利与跨期套利。
This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.
本文主要研究了沪深300股指期货的期现套利与跨期套利。
This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.
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