《金融衍生品的法律监管及机构投资者的参与方式》·····················································································1
金融衍生品产生的时代背景、发展概况及其启示·············································································································2
金融衍生品是一把双刃剑···················································································································································5
机构投资者参与金融衍生品的规定····································································································································7
机构投资者对股指期货的实际应用··································································································································12
《股指期货推出后的套利机会及套利策略》···································································································16
主要套利策略·····································································································································································17
期现套利············································································································································································19
跨期套利············································································································································································32
《股指期货推出后的套期保值（避险）策略》·································································································42
套期保值简介·····································································································································································43
套期保值与期现套利的区别·············································································································································43
套期保值模型·····································································································································································44
套期保值在投资组合管理中的应用··································································································································48
套期保值的主要风险分析·················································································································································56
套期保值实例分析·····························································································································································57
《股指期货交易中的现货模拟技术与保证金管理》·······················································································63
期现套利交易中的现货模拟·············································································································································64
股指期货投资中的保证金管理··········································································································································74
附录：储备保证金估计所运用的数量模型······················································································································83
《股指期货推出前四大焦点问题研究》···········································································································85
前言····················································································································································································86
股指期货推出后，市场短期内将会上涨还是下跌？·······································································································87
股指期货推出初期，投资者结构将会怎样？ ··················································································································90
远月合约是否会被爆炒？ ·················································································································································94
股指期货推出初期的定价效率如何？······························································································································97
附录一：调查问卷数据及分析········································································································································100
附录二：国外经验研究数据···········································································································································105