Research on single futures contract market risk evaluation VaR-GARCH model and its application;
单个期货合约市场风险VaR-GARCH评估模型及其应用研究
The concepts about futures exchange, the sharps of contracts in developed countries and the optimized models of forward contracts and future contracts are introduced in this article.
介绍了合约的相关概念,发达国家电力交易中采用的合约形式以及电力交易远期合约、期货合约的优化模型,并介绍了远期合约和期货合约在电网企业价格风险规避中的应用。
Stock pricing model based on futures contracts and the stock market
基于期货合约和股票整体市场的股票定价模型
This paper considers that setting up transaction of index futures contracts in China is not only essential but also feasable.
目前我国推出股票价格指数期货合约交易不仅是必要的 ,而且是可行的 ,上市股指期货交易的条件已经具备 ,时机已经成熟。
Liquidity would decide the viability of futures contracts and improve the realization of the basic function of the futures market.
流动性是决定期货合约生存性的重要因素,也是期货市场基本功能得以实现的保证。
A model of dynamic fiducial margin for single futures based on VaR-WKDE
基于VaR-WKDE单个期货合约动态基准保证金模型研究
Futures are contracts which are formulated by futures exchange and dealed in exchange.
期货合约是由期货交易所制定、并在交易所内公开买卖的一种标准化合约。
The primary concept and the risk trait of futures and forwards are explicated, and the price character of futures and forwards are studied, and then the measured relationship between futures and forwards is establisheb in this paper.
期货合约与远期合约是金融衍生市场两个非常重要的衍生工具。
one day rolling currency futures contract
单日掉期外汇期货合约
options on futures contract
期货合约的期权交易
commodity futures contract
商品期货合约,商品期货合同
advising on futures contracts
就期货合约提供意见
Mini-Hang Seng Index Futures Contract
小型恒生指数期货合约
specified securities or futures contracts
指明证券或期货合约
futures contract in interbank interest rate
银行同业拆息期货合约
The futures price is not constant until the contract expires.
直到其期货合约到期之前,期货价格才稳定。
The futures exchange also traded in four currency futures and 17 stock futures contracts.
香港期货交易所亦买卖四种货币期货及17种股票期货合约。
The margin requirements will be approximately 10% of the contract value.
交易按金将约为期货合约价值的10%。
These futures contract can become the model for China's medium and long-term treasury bond futures contract design.
这些期货合约可以成为中国中长期国债期货合约设计研究的范本。
The futures contract which matures and becomes deliverable during the present month.
期货合约到期和可以交割的月份。
Besides Index futures and options, the HKFE also traded in four currency futures and 30 stock futures contracts.
除了指数期货和期权,期货交易所亦买卖四种货币期货及30种股票期货合约。
Simex MSCI Singapore Stock Index Futures Contract
摩根新加坡指数期货合约
cash-settled stock futures contracts for differences
现金差额结算股票期货合约
The actual amount of a commodity represented in a contract.
期货合约所规定的商品的实际数量。
Research on the model of non-arbitrage fixing price of the agreement on stock index futures;
股指期货合约的无套利定价模型研究
Margin requirements e ure the performance of both parties to a futures contract.
保证金要求是期货合约双方履约的保证。
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