股指期货的投机风险度量模型

股票指数期货这一新型的金融衍生交易工具以其各方面优点受到各国青睐。中国金融期货交易所高层透露,我国股指期货交易的推出时间初步定于明年四月。近日股指期货模拟交易测试已经开始了。本文推出股指期货的风险度量方法,涵盖了参数估计方法和一种风险度量模型的论述,对我国股指期货的到来提供了先行理论,有一定的实际意义。

Stock index futures as a new financial derivatives trading tool receives many countries＂ affection by it＇s various aspects merit. China financial futures exchange discloses that the stock index futures will promote the time initially to be decided in April of next year in our country. Recently the test of the simulation transaction has already been started. This paper promotes the risk measure method of stock index futures, including parameters estimation method and one kind of risk measure model, it provides an advanced theory to the arrival of our country stock index futures, and it has many practical meaning.