股價指數期貨 的英文怎麼說

中文拼音 [gǔjiàzhǐshǔqīhuò]
股價指數期貨 英文
stock index futures
  • 股 : Ⅰ名詞1 （大腿） thigh; haunches 2 （機關、企業、團體中的組織單位） section of an office or enterp...
  • 價 : 名詞1. （價格） price 2. （價值） value 3. [化學] （化合價） valence
  • 指 : 指構詞成分。
  • 數 : 數副詞（屢次） frequently; repeatedly
  • 期 : 期名詞[書面語]1. （一周年） a full year; anniversary 2. （一整月） a full month
  • 貨 : Ⅰ名詞1. （貨幣; 錢） money 2. （貨物; 商品） goods; commodity 3. （指人, 罵人的話） 4. 動詞[書面語] （出賣） sell
  • 股價 : index and quotation
  • 指數 : 1. [經] （比數） index number; index 2. [數學] exponent
  • 期貨 : [經] futures; forward
  1. Stock index futures pricing by no - arbitrage theory and an actual no - arbitrage mathematical model of stock index futures was given in this dissertation, arbitrager should find out whether there are some opportunities according to their arbitrage cost. to get a maximal income they should use transformative arbitrage strategy flexibly which was given in the dissertation

    本文基於無套利理論對股票指數期貨進行定價，給出了股票指數期貨實際的無套利數學模型，根據該模型可得出:套利者應該根據自身的套利成本判斷是否有套利機會，在進行套利交易時應該靈活地運用本文給出的套利交易的變形策略，使套利交易收益更高。
  2. The multi - aptitude body uncertain composed methods are used to deal with the historical data and forecast ways in which the minimum variance hedge ratio is calculated synthetically ， in order to foster calculational reliability of the minimum variance hedge ratio in hedging of stock index futures the mathematical hedging model which is consists of

    本文利用多智能體系統不確定性結論合成方法（ mabm ） ，將股票指數期貨套期保值最小風險保值比率計算的歷史數據分析法和預測法進行了綜合處理，進而提高股指期貨最小風險保值比率的可靠性。基於資本資產的定價模型建立由
  3. Poderaxon over fixing the price of stock index future

    關于股票指數期貨定價問題的思考
  4. The simultaneous purchase ( sale ) of stock index futures and the sale ( purchase ) of some or all of the component stocks which make up the particular stock index to profit from sufficiently large intermarket spreads between the futures contract and the index itself

    通過同時買賣股票指數期貨和構成股票指數的部分甚至全部股票，以充分利用期貨合約和股票指數之間的價差來獲取利潤的交易行為。
  5. Backgroud and purpose in 1982, stock index future was firstly created by kcbt ( kansas city board of trade ), which was named as value line index future. since then, stock index future has always been developing rapidly, and the stock index future has became the important part of financial market. the development of stock index future has always been promoting the perfection and deepening of the financial market

    一、選題背景和意義自1982年美國堪薩斯城期貨交易所kcbt首先推出價值線指數期貨合約起，股指期貨在全世界范圍內得到迅速的發展，股指期貨市場已經成為金融市場的重要組成部分，其發展推動了金融市場的深化和市場機制的完善。
  6. Analysis of the necessity and feasibility about setting up the price index stocks in china

    我國開設股票價格指數期貨的必要性與可行性分析
  7. The high p / e ratio has confused the financial order, has strengthened financial risks, hinder the growth of the real economy, not benefit the forming of correct investment concept, encourage behavior of speculating, cause inefficient distribution full play of function. we can reduce the high p / e ratio, suppress the p / e ratio to increase, by improving the management level, perfecting stock right structure and administration structure of the listed company, strengthening supervision of the listed company, stopping up all sorts of abnormal behavior of the stock market, perfecting the stock market system, trying one ' s best to reduce the government ' s intervention, changing means of the government interfere etc. then the china stock market can get lasting, healthy development

    解決好我國股市市盈率過高的現象，可以從以下幾方面著手提高上市公司的經營水平，增強其盈利能力是降低股票市場市盈率的跟本；完善上市公司的股權結構，解決中國上市公司「一股獨大」的問題；要完善上市公司的治理結構，健全董事會制度是核心，發揮監事會職能實現權力制衡，構造適合中國國情的監督機關，對經營者激勵與約束同等重要，強化經營者的激勵和約束，讓利益相關者行動起來；加強監管，堵絕股票市場的種種不規范現象，對莊家的運作強化監管，對其違法違規行為加大懲治力度是促使中國股市持續、穩健發展所採取的必要措施；同時完善股票市場的制度建設，完善的退市機制，盡早推出確實可行的股票價格指數期貨市場；盡量減少政府的干預，轉變干預手段等。
  8. With the internationalization of the financial markets, the upgrading of the role of the institutional investors, and the speeding up of the financial instrument ' s innovation, the transaction of the stock price index futures ( the abbreviation " index - future " ) becomes more and more prosperous in the developed securities markets and the new emerging securities markets as well

    隨著金融市場的國際化發展，機構投資者的主導地位的崛起，金融工具的創新不斷加快，股票價格指數期貨（以下文中簡稱股指期貨）交易不僅在發達證券市場得到繁榮發展，而且不少新興證券市場也竟相開設。
  9. The stock index futures is a variety of financial futures taking stock price index as trade target, which came from the financial innovation in the 1980 ’ s and became one of the most important and successful financial derivatives, and it is also one financial derivatives who has the shortest history and grew fastest

    股票指數期貨簡稱股指期貨或期指。它是以股票價格指數作為交易標的物的金融期貨品種，是二十世紀八十年代金融創新浪潮中出現的最重要、最成功的金融衍生工具之一，也是金融期貨中歷史最短，發展最快的金融衍生品。
  10. As one of important financial derivatives, stock index futures could find true value and be used for hedging, and become an effective tool for preventing risks. stock index futures has a very fast development, and it has become a most important financial tool

    股票指數期貨是20世紀80年代發展起來的新型衍生金融工具，具有價值發現、套期保值、套利、風險管理和豐富投資者投資手段的功能，是一種行之有效的避險工具。
  11. " stock index futures " may immediately remind many people of nick leeson who toppled barings group in rogue futures

    許多人在聽到「股價指數期貨」時，可能立刻想起了栽在日經指數期貨手裡、把霸菱數百年基業毀於一旦的利森。
  12. Following the introduction of kansas city value line index future ( kcvlif ) in february 24, 1982, stock index futures has been developed quickly around the world. the market of stock index futures has been the main component of the financial market, it promotes the deepening of the financial market and the perfection of the market mechanism

    自1982年2月24日美國堪薩斯城期貨交易所（ kcbt ）首次推出價值線綜合指數期貨合約后，股指期貨在全世界范圍內得到了迅速發展，股指期貨市場已成為金融市場的重要組成部分，它推動了金融市場的深化和市場機制的完善。
  13. The first stock index futures contract appeared in kcbt on feb. 24th, 1982. and its transaction volume has been increasing considerably on a global scale. because the stock index futures has the functions of price detection, risk aversion and asset allocation, it has become more and more important in the international financial market and is entitled the most exciting creation

    自從1982年2月24日，美國堪薩斯市期貨交易所（ kcbt ）推出第一張股票指數期貨合約? ?價值線綜合指數期貨合約以來，股票指數期貨在全球范圍內的交易量迅猛增長，很快發展成為全球金融衍生品市場中最具活力的交易品種。
  14. This series aims to enhance small investors ' understanding of the stock index futures in general

    我們將以一系列的文章幫助小投資者大體了解股價指數期貨的應用。
  15. The best way to understand what this means is to see how an sif contract can be used by the investor to profit from his views on broad market movements

    要了解股價指數期貨，最簡單的方法還是先看它身為投機工具的一面：股價指數期貨是以約定的股價指數漲跌幅度來決定輸贏大小的一個工具。
  16. Yu, shang - wu ( 1998 ), " an application of backpropagation networks on forecasting the stock index futures ", joint international conference on contemporary management and comparative management, kaohsiung

    余尚武，吳嘉欽（ 1998 ） ， "股價指數期貨對股票市場波動性之影響" ，第七屆證券暨金融市場理論與實務研討會，中山大學。
  17. Chapter five examines whether stock index futures trading increases the volatility of its underlying spot market

    第五章:股指期貨對股價指數波動的影響。
  18. The paper is composed of five chapters the first chapter first introduces the concept, characteristics and the course of development of the stock index futures, then deduces the pricing formula of stock index futures and further analyses the functions of stock index futures and the impact of its transaction on the fluctuation of the spot transactions. the second chapter demonstrates the need and feasibility of the introduction of the stock index futures in china. through the empirical analysis of the market risk of china ' s stock market, we can see that the risk difference between individual stocks, so a portfolio investment wo n ' t help much in risk aversion

    本論文共分為五章，第一章在介紹股票指數期貨的概念、特點以及產生與發展的過程的基礎上，對股票指數期貨的定價公式進行了推導，從而引出股票指數期貨的套期保值、指數套利、資產配置、組合保險等作用，進而分析股票指數期貨交易對股票現貨市場波動性的影響；第二章主要是對中國推出股票指數期貨的必要性和可行性進行論證，通過對中國股票市場風險測度的實證分析，得出了中國股票價格波動齊漲齊落，個股之間的風險差異小的特點，因此，投資者進行投資組合的避險效果就很有限，無論是個人投資者還是機構投資者，都必須面臨中國股票市場巨大風險的事實。
  19. This is the emphasis and difficulty of the paper. at last, the paper designs the content of chinese stock index futures contract on the basis of experiences internal and external, including the pricing model in chinese stock market

    最後，論文借鑒國內外股票指數期貨設立的經驗，設計了中國的股票指數期貨合約內容並對股票指數期貨合約的定價模型進行了市場的檢驗。
  20. Risk premium, basis risk premium and systematic risk premium is built based on capital assets price model. the model is used to increase income under the condition which a systematic risk is reduced, not only the model reflects the actual meaning of hedging of stock index futures, but also combines conventional hedging theory and modern combinatorial hedging theory

    風險溢價、基差風險溢價和系統風險溢價三部分構成的股票指數期貨套期保值原理數學模型，該模型的運用考慮在規避掉系統風險的前提下，如何使套期保值利潤最大化，該模型不僅從本質上反映套期保值實際意義，而且還是傳統套期保值理論與現代組合投資套期保值理論的有機結合。
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