Author: Tang Publishing House: Economic Science Publishing House
Date of publication: September 6, 2006
The contents of this book include: introduction, overview of futures market, futures trading, analysis of futures market price characteristics, futures pricing principle, futures spread arbitrage pricing and so on.
catalogue
Introduction to Chapter 1
The research background of 1. 1
The research significance of 1.2
1.3 Research Status at Home and Abroad
1.4 basic ideas and main research contents
Chapter II Overview of Futures Market
2. 1 Definition of futures
2.2 The emergence and development of the futures market
2.3 the development of China futures market
2.4 Relationship among Futures, Spot and Forward
2.5 Functions and functions of the futures market
2.6 Organizational structure of futures market
2.7 Futures varieties and contracts
2.8 Futures trading system and trading process
2.9 Overview of China Commodity Futures Market
Chapter III Futures Trading
3. 1 hedging
3.2 Futures speculation
3.3 spread arbitrage trading
Chapter IV Analysis of Price Characteristics of Futures Market
4. 1 futures market efficiency
4.2 volatility set of futures prices
4.3 Long-term correlation of futures prices
4.4 Relationship between volume and price in futures market
4.5 Sunday effect and monthly effect
4.6 Futures Market Price Discovery Function
4.7 Correlation of domestic and foreign futures markets
Chapter V Futures Pricing Principles
Chapter VII Optimal Futures Spread Arbitrage Position Proportion
Chapter VIII Futures Price Forecast
Chapter IX Risk Management of Futures Spread Arbitrage
Chapter 10 futures spread arbitrage trading strategy
Chapter 1 1 An Empirical Study on Futures Spread Arbitrage
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