Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
Then give the contract of Chinese stock index futures and the corresponding system, and give the theoretical pricing model of stock index futures.
接着给出了中国股指期货合约的试用模板及相应的制度规定，并给出了股指期货的理论定价模型。
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;
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；
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