摘要
本文探讨互换套利形成机理 ,分析套利的基本规律 ,给出相应的套利特征。通过对套利的本质规律的探讨 ,给出了套利的定势和求取途径。借助比较优势原理 。
In this paper we study the constructing rules of swaps in arbitrage,and analysis & re- search the fundamental principal with respect to arbitrage.We obtain the corresponding character- istics of arbitrage.At the same time,we study the basic principles of swaps in arbitrage and the general formula and the methods in the procession of arbitrage.By virtue of the compared domina- tion theory,we provide the basic theorem of arbitrage.
出处
《预测》
CSSCI
2001年第1期54-57,77,共5页
Forecasting
基金
江苏省自然科学基金资助项目!(BK990 6 7)
关键词
互换
利率互换
金融工程
套利
swaps
interest rate swaps
financial engineering
arbitrage
