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.
本文讨论了跨期套利交易的价差风险极小化模型、方法和算法。
In this paper the models, methods and algorithm of minimum risk of price difference in the derivative security market are discussed.
这将提高未来预期的商品价格，且(因为跨期套利交易)将提高当前的商品价格。
This would raise future expected commodity prices, and (because of inter-temporal arbitrage) current commodity prices.
在一个国家内建立卖空交易条件，跨期套利机会会减少，跨期套利收益空间则变化不是很显著。
Establishing the short sale will decrease the chance of calendar spread arbitrage, but the profit space doesn't change apparently.
在一个国家内建立卖空交易条件，跨期套利机会会减少，跨期套利收益空间则变化不是很显著。
Establishing the short sale will decrease the chance of time present arbitrage and the profit space.
对冲交易包括套期保值和跨期套利，是金融衍生商品交易市场中非常重要且较为安全的交易方式。
The spreading trade, including hedging and the arbitraging, is the important and safe operations in derivative security market.
对冲交易包括套期保值和跨期套利，是金融衍生商品交易市场中非常重要且较为安全的交易方式。
The spreading trade, including hedging and the arbitraging, is the important and safe operations in derivative security market.
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