The theory foundation of futures pricing is based on the principle that the quotation of two similar capital in two markets shall necessary be the same. The futures price will ultimately converge to the cash price.
期货定价的理论基础是两份相同的资产在两个市场中报价必然相同，期货价格最终要收敛于现货价格。
参考来源 - 股指期货在我国的应用研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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.
应用推荐