stock arbitrage
英 [stɒk ˈɑːbɪtrɑːʒ]
美 [stɑːk ˈɑːrbɪtrɑːʒ]
网络 股票套利
双语例句
- If arbitrage risk affects the slope of implied volatility curve, then there is a connection between stock options and arbitrage risk.
如果套利风险会影响隐含波动率曲线的斜率，则个股选择权与套利风险之间是有关连的。 - The variety of dividend tax rate is one of the reasons that cause the variety of stock pricing; it also induces the arbitrage opportunities and additional trading around ex-date.
红利税率的多元化是引致投资者对股票估价差异性的原因之一，并且催生了现金股利除息前后的套利机会和增量交易。 - An Empirical Investigation of APT Model Being Used in Shenzhen Stock Market; Chapter three analyzes the Arbitrage Pricing Theory ( APT) of risk assets.
套利定价理论在深圳股市的实证检验第三章分析了风险资产的套利定价理论，对套利定价理论的模型进行了推导。 - The factors which obviously influenced the stock return in Chinese stock market are researched from using the arbitrage pricing theory ( APT) and factor model in this paper.
主要运用套利定价理论和建立因素模型研究我国股票回报率及相关因素，为股市的分析提供一个新的工具。 - Classical cost of carry model for the prices of stock index futures was derived from Arbitrage free pricing methods.
股指期货定价的基本方法是利用无套利定价原理得出的持有成本模型； - He made a fortune on the stock market. practice arbitrage, as of stocks.
他在股票交易中发了财.进行股票的套利交易。 - Nowadays more investors and investment institutions with varied directions are wild about stock index futures speculation and arbitrage, and the modern financial tool is showing its power all over the world.
当今，更多拥有不同方向持仓头寸的投资者及其投资机构热衷于股票指数期货的价差交易和套利交易，这个现代金融工具在全球正显示出其强大的力量。 - Under China's capital controls, foreigners are allowed to invest only$ 10bn in the domestic stock market-making it extremely hard to arbitrage between the markets.
按照中国的资本管制规定，外国投资者仅能在内地股市投资100亿美元，这使得在两个市场间进行套利的难度极大。 - The Strategic Design for Trading Stock Index Future Arbitrage
指数期货套利交易策略设计 - Next, analyzes each kind of stock fixed price theoretical model, take the arbitrage fixed price theory as the basis, through analyzes its reasonable constitution factor, and constructed one kind of stock release reference fixed price model.
其次，在总结分析各种股票定价理论模型的基础上，以套利定价理论为依据，通过分析其因素的合理构成，构建了一种股票发行的参考定价模型。 - This paper made the stock index futures price, discussed its tenable condition, established the actual no-arbitrage math model of stock index futures and studied the actual arbitrage of stock index futures.
本文首先对股票指数期货进行定价，然后就其成立的假设条件进行讨论，建立了实际的股票指数期货无套利数学模型，并结合实例对股票指数期货套利进行了实务研究。 - The research starts with the stock index futures investment strategy, analyze speculation, arbitrage, hedge trade strategy, and expatiate accounting method, then the accounting information disclosure of the risk and income of these strategies.
从股指期货的投资策略入手，分析了股指期货的投机、套利及套期保值交易策略，并结合这些策略分别阐述了各自风险与收益的会计处理方法和会计信息披露。 - Otherwise, the high stock increasing expectation and the absence of arbitrage mechanism is the direct cause of the existence of rational bubbles.
而且，高的股市增长性预期以及套利机制的缺乏，是中国股市理性泡沫存在的直接原因。 - When the investors hold a large amount of stock positions, sales mechanism will not impact arbitrage, and its impacts on the stock index futures transaction is very limited;
当投资者事先拥有大量股票头寸时，做空机制对套利交易没有影响，对股指期货交易的影响十分有限； - Detailed description of the first stock index futures arbitrage theory, intertemporal arbitrage model based on the cost of ownership of stock index futures is derived after detailed definition based on the the cointegration statistical arbitrage, arbitrage implementation strategies, and test methods.
首先对股指期货套利理论进行了详细的阐述，推导了基于持有成本的股指期货跨期套利模型，之后详细介绍了基于协整的统计套利的定义、套利实施策略以及检验方法。 - The stocks and bonds are mainly invested products, this determines that there is co-movement between the stock market and the bond market because of arbitrage.
当前居民投资对象主要集中于股票和债券，这就决定了市场参与者的套利行为必然使股市与债市存在联动性。 - Then this paper analyzes the formation of the equilibrium price of stock index futures is the result of arbitrage mechanism.
接着分析了股指期货均衡价格的形成是套利机制作用的结果。 - The stock index future futures-spot arbitrage behavior in the whole process of analysis of the effects of arbitrage the effect of various factors, put forward the corresponding spot allocation solutions, with a view to arbitrage investors arbitrage activities help.
作者从股期期现套利行为的全过程入手，分析了影响套利效果的各种因素，提出解决方案，并对其中关键的现货选择提供了具体配置方案，以期对套利投资者的套利实践有所帮助。 - Of course, the stock market will be affected negatively by the stock index futures and arbitrage activities, stock index futures may increase the launch of the volatility of the stock market.
当然，股指期货交易中的套利活动也会对股票市场产生负面的影响，它的推出有可能会加剧股票市场的波动性。 - The carry trade is the international capital market that the mainstream of stock index futures arbitrage trades after officially launched, maintaining the market efficiency will be the important strength, and can obtain risk-free profits.
套利交易是国际资本市场的主流，股指期货正式推出后，套利交易将是维护市场效率的重要力量，且能获取无风险利润。 - Stock index futures arbitrage role because spot combination costs, market segmentation etc. Reason cannot extensive use.
股指期货期现套利并未完全发挥作用，因为现货组合成本巨大、交易市场分割等原因不能广泛利用期现套利。 - In this paper, the behavior of financial and statistical arbitrage approach both from the perspective of behavioral finance analysis of Chinese stock market, but also more popular with foreign arbitrage methods of statistical analysis and empirical research.
本文结合了行为金融和统计套利的方法既从行为金融的角度对中国股票市场进行了分析，又使用了国外较为流行的统计套利方法进行了实证分析与研究。 - In evaluating the process of portfolio risk, investors often not consider stock arbitrage opportunities, and ignore the objective existence of the stock risk arbitrage, as a result of it, they might suffered a stock fluctuations in the actual operation process.
在评估投资标的风险的过程中，投资者往往不考虑股票之间的套利机会，从而忽略客观存在的股票套利风险，最终在实际操作过程中遭受股票波动带来的损失。 - Chapter IV focuses on basic conditions of institutional investors in China, selection of stock index futures arbitrage strategy verify that efficiency and analyze Cost-efficiency and yields.
第四章主要论述了中国机构投资者的基本状况与股指期货套利策略选择，并对中国机构投资者股指期货套利策略效率进行实证，分析期现套利、跨期套利策略的成本效率和收益率。 - Now simulated trading of stock index futures prices wrong usually, you can guess, in the early stage of trading of Chinese stock index futures, the arbitrage opportunity of futures and spot will appear frequently.
而目前正在进行的仿真股指交易也经常出现偏颇的定价，可以猜测，在我国股指期货推出的初期，期现套利的机会将会频繁出现。 - This article will apply our statistical arbitrage in stock index futures market, and test whether statistical arbitrage strategy is feasible or not in China.
本文将统计套利运用于我国的股指期货，研究在我国新兴的股指期货市场上套利的可行性。 - Finally, the paper analyzes potential risks of Stock Index futures in arbitrage and also puts forward valuable suggestions.
文章最后针对股指期货套利交易中可能存在的风险做了识别分析，并对风险控制提出了相关建议。 - For risk to bear ability general and pursuit of steady benefits with large capital of institutional investors, stock index futures offer for its performance of risk arbitrage opportunities.
对于风险承受能力一般且追求稳定收益的拥有大规模资金的机构投资者，股指期货为其提供了无风险套利的机会。 - This article puts forward the current market environment, stock period the stock index future futures-spot arbitrage behavior is not without risk, many factors will affect the effect of arbitrage, and even a threat to arbitrage operation success or failure.
文章提出了在我国现有的市场环境下，股指期货的期现套利行为受到多种因素影响，套利行为并非完全无风险，有些因素甚至威胁到套利操作的成败与否。 - Then describes the basic principles and methods of arbitrage and margin trading business, explain how to use the ETF to achieve small investors stock index futures arbitrage and reverse arbitrage forward and develop a simple and feasible arbitrage strategies.
然后介绍套利的基本原理和方法及融资融券业务，阐述中小投资者如何利用ETF实现股指期货正向套利与反向套利，并制定一套简单可行的套利策略。