【作者】 林海；

【导师】 王聪；

【作者基本信息】 暨南大学 ， 金融学， 2000， 硕士

【摘要】 本文对股票指数期权问题进行了系统研究。本文主要分为三们分：第一部分主要对股票指数期权进行概括性描述，介绍股票指数期权的产生、发展、特点、作用以及定价的有关问题。第二部分对股票指数期权交易风险的类别、测定方法进行分析，并介绍对股票指数期权的风险管理以及监督当局对股票指数期权风险监管的通行做法。第三部分，在以上论述的基础上，对我国开展股票指数期权的有关问题进行研究，分析了我国开展股票指数期权的可行性、必要性以及优先性，提出了我国开展股票指数期权的具体的构想，包括原则、交易的组织形式、品种、合约单位等有关问题，并提出了对股票指数期权交易监管的建议。更多还原

【Abstract】 Divided into three sections, this thesis systemica1ly analyzesthe issue of stock index option. The first part of the essay givesa suonary to the prob1ems concerning the appearance, deve1oPffient,characteristics, funct ions and pricing of the s tock index option.Then, a thorough ana1ys is of different categories of risks in SI0transact ion and the methods to measure them has been given the secondsect ion. Here, the author a 1 so introduces the r isk management in SI0transactions and the cofnmon guidelines according to Which thesupervisory body regulate SI0 transact ions. Fina l ly, based on theana1ysis of part one and part two, the author put forward hisresearches on the deve1oPffient of SI0 in China. He analyzes thefeasibility, the need and the preferabi1ity of initiating S10transactions in China. Moreover, the author presents his concreteidea on sui table organizat ion s tructures, var iety of transact ionsand units of contracts for SI0 transactions in China. His va1uab1eadvisory cofnments about the regula t ions on SI0 transact ions are a lsopresented in the third section.更多还原