| 期货期权风险管理探析 |
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| 引用本文： | 周镕基,皮修平.期货期权风险管理探析[J].湖南工程学院学报(社会科学版),2004,14(2):23-25. |
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| 作者姓名： | 周镕基 皮修平 |
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| 作者单位： | 1. 南京航空航天大学,人文学院,江苏,南京,210016
2. 衡阳师范学院,湖南,衡阳,421008 |
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| 摘 要： | 期货期权是期货市场发展到一定阶段的产物。我国目前虽没推出期货期权,由于它对深化和完善我国市场经济体系具有重大作用,因而其产生、发展和壮大是必然的。期货期权的主要作用是为期货提供避险工具,但同时它本身也具有不可忽视的风险。借鉴国外期货期权风险管理的经验,探讨我国期货期权风险的管理,对日后推出期货期权具有重大的理论和实践意义。
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| 关 键 词： | 期货 期货期权 风险管理 |
| 文章编号： | 1671-1181(2004)02-0023-03 |
| 修稿时间： | 2003年9月18日 |
Analysis of Risk Management of Option of Futures |
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| ZHOU Rong-ji,PI Xiu-ping.Analysis of Risk Management of Option of Futures[J].Journal of Hunan Institute of Engineering(Social Science Edition),2004,14(2):23-25. |
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| Authors: | ZHOU Rong-ji PI Xiu-ping |
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| Institution: | ZHOU Rong-ji~1,PI Xiu-ping~2 |
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| Abstract: | Option of futures is the result of the futures market development into certain stage. China does not implement option of futures at present. The emergence, development and strength of option of futures are necessary because it has great significances in deepening and perfecting the market economy system of our country. The main function of option of futures is to offer the hedging instrument for futures. But it has a risk that can never be ignorde.Referencing to the experience of risk management of the foreign option of futures and exploring the method of risk management of option of futures have a great theoretical and practical significance in implementing option of futures in China. |
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| Keywords: | futures option of futures risk management |
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