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.
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.
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