| 股指期货的套利策略研究 |
| |
| 引用本文： | 吴庆念.股指期货的套利策略研究[J].时代经贸,2007,5(5X):129-131. |
| |
| 作者姓名： | 吴庆念 |
| |
| 作者单位： | 浙江经济职业技术学院,浙江杭州 |
| |
| 摘 要： | 股指期货即将推出，本文从套利的基本概念和特点出发，研究了股指期货的期现套利策略、构建及风险，并对股指期货的跨期套利策略、到期日套利策略进行了分析。
|
| 关 键 词： | 股指期货 套利 策略 |
The stock index future arbitrage tactics studies |
| |
| WU Qing -nian.The stock index future arbitrage tactics studies[J].Economic & Trade Update,2007,5(5X):129-131. |
| |
| Authors: | WU Qing -nian |
| |
| Institution: | Zhejiang Technology Institute of Economy, Hangzhou, Zhejiang |
| |
| Abstract: | Stock index future will debut , the basic concept and characteristic the main body of a book is complied with making arbi- trage start off, tactics , structure having studied the stock index future scheduled time makes arbitrage now are built reaching risk, and expect arbitrage tactics , date due arbitrage tactics to the stock index future striding over having carried out analysis. |
| |
| Keywords: | Stock index future Make arbitrage Tactics |
| 本文献已被 维普 等数据库收录！ |
|
