| ANALYSIS OF FINANCIAL DERIVATIVES BY MECHANICAL METHOD (Ⅰ)—BASIC EQUATION OF PRICE OF INDEX FUTURES |
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| 引用本文： | 云天铨.ANALYSIS OF FINANCIAL DERIVATIVES BY MECHANICAL METHOD (Ⅰ)—BASIC EQUATION OF PRICE OF INDEX FUTURES[J].应用数学和力学(英文版),2001(1). |
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| 作者姓名： | 云天铨 |
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| 作者单位： | Department of Mechanics，South China University of Technology，Guangzhou 510641，P R China |
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| 摘 要： | 1 ＭｅａｎｉｎｇａｎｄＭｅｔｈｏｄｓｏｆＳｔｕｄｙｉｎｇｏｆＦｉｎａｎｃｉａｌＤｅｒｉｖａｔｉｖｅｓＦｉｎａｎｃｉａｌｄｅｒｉｖａｔｉｖｅｓａｒｅｔｈｏｓｅｆｉｎａｎｃｉａｌｐｒｏｄｕｃｔｓｗｈｉｃｈａｒｅｄｅｒｉｖｅｄｆｒｏｍｂａｓｉｃａｓｓｅｒｔｓ (ｏｒｕｎｄｅｒｌｙｉｎｇｉｎｓｔｒｕｃｍｅｎｔｓ) (ｅ .ｇ .ｓｔｏｃｋ ,ｂｏｎｄ ,ｃｕｒｒｅｎｃｙ ,ｉｎｔｅｒｅｓｔｒａｔｅ,ｅｔｃ.)ｏｆｔｒａｄｉｔｉｏｎａｌｍａｒｋｅｔｓ(ｅ.ｇ .ｓｔｏｃｋｍａｒｋｅｔ,ｂｏｎｄ’ｓｍａｒｋｅｔ,ｃｕｒｒｅｎｃｙ…
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