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Home > english-chinese > "index arbitrage" in Chinese

Chinese translation for "index arbitrage"

指数套戥

Related Translations:
borrower arbitrage:  借款者套利
arbitrage point:  套利点
spot arbitrage:  现汇套购
arbitrage account:  国外套汇帐
convertible arbitrage:  分支有可转换债券套利可转债套利转换证券套利策略
arbitrage bond:  套汇债券
arbitrage international:  国际仲裁
current arbitrage:  通货套汇
spread arbitrage:  差价套利
price arbitrage:  以价格套利
Example Sentences:
1.With the prerequisite of reasonable hypothesis , the author starts from the general definition of the arbitrage , obtains the no - arbitraging condition , namely the pricing model of the stock index futures , explains the other pricing models , and discusses the process of the index arbitrage with the model
对于指数套利交易策略,本文在合理假设的前提下从套利的一般定义出发,得出了无套利条件,即股指期货的定价模型,并对其他一些常见的定价模型进行了解释,然后利用这一模型讨论了套利交易的过程。
2.Based on the review of the evolutions of stock indices and the innovations of index products , this article discussed the different methods of index replication , and then sum med up those researches on different methods , arithmetic models and their implications , including quadric programming , lineal programming , robust regression , monte carlo simulation and genetic algorithm , etc . aiming to give a technical reference for index derivatives design , index arbitrage , and indexing investment
摘要在回顾证券价格指数演变及指数衍生品创新的基础上,探讨了指数复制的不同方法,进而从文献综述的角度对证券价格指数复制中涉及到的方法与算法模型进行整理,总结了二次规划、线性规划、鲁棒回归、蒙特卡洛模拟以及遗传算法等不同方法与模型的具体应用,为指数衍生品产品设计、指数套利以及实施指数化投资策略提供技术参考。
3.But it is like a two - way sword , the article analyses the side effect of stock index futures market , such as it can bring economic foam , its failure may become bigger , stock index transaction and the index arbitrage may adversely affect the stability of market , and stock index futures makes the cash market and derivatives market produce interaction relationship , hence providing convenience for stock investors to manage futures market
但是本文同时提出必须认识到股指期货是一把双刃剑,分析了股指期货可能带来的负面影响,比如它可能会形成经济泡沫;股指期货操作失败的影响有放大的可能;股指期货交易和由此引发的指数套利行为可能会影响市场的稳定;股指期货交易使现货和衍生市场间产生互动关系,从而为炒家利用股指期货操纵市场提供了方便等等。
Similar Words:
"index and base register addre ing" Chinese translation, "index and base register addressing" Chinese translation, "index and bibliography" Chinese translation, "index and quotation" Chinese translation, "index and table" Chinese translation, "index arbitrageur" Chinese translation, "index area" Chinese translation, "index arithmetic unit" Chinese translation, "index arm" Chinese translation, "index astigmatism" Chinese translation