未来基本货币(pdf 35)
所属分类:财务经理
文件大小:464 KB
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点击下载Outline for 3-31-03
Housekeeping details and plan for the quarter
Futures versus forwards
• definitions
• characteristics
• tracking forward and futures transactions
• exchange margins
Market organization
• bilateral versus centralized trading
• exchange organization
Growth and mix of trading volume
Pricing equity futures
• basic arbitrage principles
• relationships between swap points and the basis
Hedging with equity futures
• hedge ratios
• basis risk
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