The Risk Management Research of Treasure Futures
Available Online May 2016.
- https://doi.org/10.2991/icemc-16.2016.231How to use a DOI?
- Treasure future; Risk; Risk management; GARCH
- The futures as a derinatives in the financial market is not the real thing, but a standardization contract that can be trade. In reality, we can make use of spot and futures to hedge which can reduce risk, investors can do more or short to speculative, which can lead to the market turmoil. In the year of 1995 the event of “327” let the bond futures closed soon that just listed, after 17 years appear again. Many people hold different opinions about the futures, so the main idea of this paper is studies the risk of futures and risk management. First, we focus on the characteristics functions of treasure futures, and discusses the type and source of the risk of futures, second, treasure futures as object to establish a mathematical modle for the research of our country’s futures risk. At last come to the conclusion and put forward feasible suggestions according to the domestic market.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Shuzhen Wang PY - 2016/05 DA - 2016/05 TI - The Risk Management Research of Treasure Futures BT - Proceedings of the 2016 International Conference on Education, Management and Computer Science PB - Atlantis Press SP - 1203 EP - 1208 SN - 1951-6851 UR - https://doi.org/10.2991/icemc-16.2016.231 DO - https://doi.org/10.2991/icemc-16.2016.231 ID - Wang2016/05 ER -