股指期货现货价格关系分析——基于剩余期限word论文.docxVIP

目录第 1 章.绪论 ..................................................................................................................11.1 研究背景 ........................................................................................................11.2 研究目的和意义 .............................................................................................11.3 研究内容、方法和结构 ................................................................................11.4 本文的主要贡献 ............................................................................................2第 2 章相关理论与文献综述 .......................................................................................32.1 相关理论 .........................................................................................................32.2 文献综述 .........................................................................................................52.2.1 国外文献综述......................................................................................................... 52.2.2 国内文献综述........................................................................................................ 72.3 文献总结 .........................................................................................................9第 3 章股指期货现货价格关系理论分析 .................................................................103.1 股指期货现货价格波动理论分析 ...............................................................103.1.1 无套利定价原理.................................................................................................. 103.1.2 股指现货期货价格波动性.................................................................................. 113.1.3 剩余期限对股指期货价格波动影响...................................................................113.2 基差理论分析 ..............................................................................................123.2.1 基差特征及其波动性.......................................................................................... 123.2.2 剩余期限对基差波动的影响................................................