摘要
中国设立股指期货迫在眉睫 ,而定价问题是建立股票指数期货市场的核心问题。作者首先介绍了通过持仓成本定价模型确定股指期货理论价格 ,进而对模型的假设条件是否成立进行了探讨 ,并对建立中国股指期货市场提出了几点政策建议。
It is urgent for our country to create stock index future,and the key issue to establish market of stock index future is how to price.First,in this essay,determeining the price of stock index futrue by Cost-of-carry Pricing Model is introduced.Then,whether the terms of hypotheses of model are feasible is discussed.Finally,according to the discussion above,some policy propositions are given on how to establish China's market of stock index future.
出处
《北方经贸》
2002年第5期67-68,共2页
Northern Economy and Trade
