| 单只股票期货及其定价模型研究 |
| |
| 引用本文： | 刘彤,邱刚. 单只股票期货及其定价模型研究[J]. 技术经济与管理研究, 2002, 0(4): 34-35 |
| |
| 作者姓名： | 刘彤 邱刚 |
| |
| 作者单位： | 北京航空航天大学经济管理学院;中国证监会 |
| |
| 摘 要： | 本文首先介绍了单只股票期货的含义,产生及其优点,然后根据单只股票期货的特点,给出了单只股票期货合约的定价模型,最后分析了单只股票期货对于中国证券市场的意义。
|
| 关 键 词： | 单只股票期货 定价模型 |
Research on the Futures and Price Model of a Single Stock |
| |
| Liu Tong Qiu Gang. Research on the Futures and Price Model of a Single Stock[J]. Technoeconomics & Management Research, 2002, 0(4): 34-35 |
| |
| Authors: | Liu Tong Qiu Gang |
| |
| Affiliation: | Liu Tong Qiu Gang |
| |
| Abstract: | The article first introduces the definition,origination and characteristics of Individual Share Futures(ISFs).Then pricing models of ISFs are given according to the characteristics of ISFs.Finally,it analyzes ISFs'significance for China's Security Market. |
| |
| Keywords: | Individual Share Futures(ISFs) Pricing Model |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
