| 开放股指期权促进证券市场完备化 |
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| 引用本文： | 谢绵陛,戴平生.开放股指期权促进证券市场完备化[J].集美大学学报(哲学社会科学版),2006,9(1):55-57. |
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| 作者姓名： | 谢绵陛 戴平生 |
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| 作者单位： | 1. 集美大学,工商管理学院,福建,厦门,361021
2. 厦门大学,经济学院,福建,厦门,361005 |
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| 摘 要： | 完备市场是一种理想的市场状况,完备市场能够自我实现资源配置的帕累托有效,能够实现风险的分摊和抵消。首先,阐述了完备市场的形式化定义及其与期权交易的关系;其次,分析了已经为现代金融经济学所证明了的、完备市场的若干重要性质;最后,探讨了在中国当前市场条件下,开放股指期权交易的必要性。
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| 关 键 词： | 完备市场 证券 期权 股指期权 |
| 文章编号： | 1008-889X(2006)01-55-03 |
| 修稿时间： | 2005年10月20 |
Trading of Stock Index Option and Complete Market |
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| XIE Mian-bi,DAI Ping-sheng.Trading of Stock Index Option and Complete Market[J].Journal of Jimei University (Philosophy and Social Sciences),2006,9(1):55-57. |
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| Authors: | XIE Mian-bi DAI Ping-sheng |
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| Abstract: | Complete market is an idea market status. In a complete market, resources location is Pareto efficient, and risk can be shared and offset. In this paper, we set forth the definition of complete market and its relation with option trade firstly. Secondly, we analyze some important properties of complete market, which have been proved in modern financial economics. Finally, we discuss the necessity of opening stock index option trade in Chinese current stock market. |
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| Keywords: | complete market security option stock index option |
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