The dividend discount model is the essential method used to estimate the stock intrinsic value. No-arbitrage equilibrium theory is the foundation of present financial theory.
股息贴现模型是估计股票内在价值的基本方法,无套利均衡是现代金融理论的基础。
Stock Index Futures prices have found that hedging, arbitrage and speculation, to create products, and other functions.
股指期货具有价格发现、套期保值、套利、投机、产品创造等功能。
The variety of dividend tax rate is one of the reasons that cause the variety of stock pricing; it also induces the arbitrage opportunities and additional trading around ex-date.
红利税率的多元化是引致投资者对股票估价差异性的原因之一,并且催生了现金股利除息前后的套利机会和增量交易。
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 stock index future arbitrage tactics studies.
股指期货的套利策略研究。
The latency arbitrage trade aims to game the so-called national best bid and offer price on a stock, which sets the price most investors use to trade.
潜伏套利所赌的是股市中的“全国最佳买卖价”。这种价格设定了多数投资者用于交易的价格。
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。
The main aim of the paper is analyzing the impact of convertible bond arbitrage activity on stock market liquidity and efficiency.
本研究主要的目的是分析可转换债券套利行为对发债公司股票流动性和股票有效性的影响。
As the same time, it is considered that the non-risk arbitrage result in the non-arbitrage equilibrium in the stock market which make the size effect gradually abate and disappear.
同时,由于无风险套利活动的存在将逐渐实现金融市场的无套利均衡,导致我国股票市场的“规模效应”减弱以致消失。
Currently, the research in stock index futures mainly focused on pricing, price discovery, arbitrage, hedging and so on.
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。
The stock Index Futures is a kind of financial derivative instrument used to offset the systemic risks of stock investment and achieve the arbitrage.
股指期货是一项用以对冲股票投资系统风险,对现货资产进行套期保值的金融衍生工具。
Therefore, researching the arbitrage model of stock index futures has important practical significance.
因此,研究股指期货的套利交易模型具有重要的现实意义。
Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.
现货组合的构建是股指期货期现套利的关键问题之一。
The approaches of the stock index futures to evade the systematic risks include hedge and arbitrage.
利用股指期货规避系统性风险的实质是风险转移。
The approaches of the stock index futures to evade the systematic risks include hedge and arbitrage.
利用股指期货规避系统性风险的实质是风险转移。
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