synthetic futures 中文意思是什麼
synthetic futures
解釋
組合期貨-
After the introduction of the principle of portfolio insurance, which is based on the stock index put option ; this thesis discusses how to create synthetic put option with the stock index futures
基於投資組合保險策略的復雜性，本文在介紹以股票指數看跌期權為基礎的投資組合保險原理的基礎上，探討了如何運用股指期貨構造合成看跌期權的方法。 -
A combination of a long futures contract and a long put, called a synthetic long call
由買入一個期貨合同和買入一個看跌期權的組合，就叫做組合買入看漲。 -
Also, a combination of a short futures contract and a short put, called a synthetic short call
同時，由賣出一個期貨合同和賣出一個看跌期權的組合，叫做組合賣出看漲。 -
A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures
由兩個有相同的行使價的看跌和看漲期權形成的組合，同時二者都看漲，叫做組合買入期貨。 -
Also, a combination of a put and a call with the same strike price, in which both are bearish, called synthetic short futures
由兩個有相同行使價的看跌和看漲期權形成的組合，同時二者都看跌，叫做組合賣出期貨。 -
Synthetic financial futures positon
綜合金融期貨頭寸
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