The paper deduces Stock Index Futures Pricing Models respectively under the ideal circumstance and under the restrictive circumstance and makes an empirical study on the pricing efficiency of HIS index futures.
Based on the methods of hedging of Index futures,the paper makes an empjrical study on the hedging of HengSheng index futures and probes into the main risks in the process of the hedging.
文摘The paper deduces Stock Index Futures Pricing Models respectively under the ideal circumstance and under the restrictive circumstance and makes an empirical study on the pricing efficiency of HIS index futures.
文摘Based on the methods of hedging of Index futures,the paper makes an empjrical study on the hedging of HengSheng index futures and probes into the main risks in the process of the hedging.
