期货估值与实证分析——以上海铜期货为例

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摘要本文在期货估值研究中引入层次分析法的思想,利用模糊数学以及灰色数学作为估值评判的工具,全面考虑影响期货的各个因素,建立了多层次指标估值体系,并把评判结果定量化。以上海铜期货为例进行了实证分析,开辟了期货定价的一条新思路。

作者季永焜张永伟

机构地区山东大学

出处《青海金融》 2009年第8期12-16,共5页 Qinghai Finance

关键词期货估值多层次指标体系隶属度灰度

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青海金融

2009年第8期

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