株價指數先物去來에 관한 硏究 = A STUDY ON THE STOCK-INDEX FUTURES

다국어 초록 (Multilingual Abstract)

There is nothing unusual about contracts made in advance of delivery. Whenever
something is ordered instead of purchased on the spot, a forward or future contract is involued. The price is decided at the time the order is placed, but cash is exchanged for merchandise later.
Futures contracts, provide a standardized means of engaging in such transactions for agricultural and other commodities and for financial instruments and stock indices.
Futures contracts were limited to those on agricultural produchs, metals, and so on until the 1970s. No loger. In fact, financial futures, based on foreign currencies, fixed-income securities, and stoch indices, are now more important than traditional contracts.
The most popular, based on standard and poor's 500 stock index, was traded at the index and option Market of the chicago Mercantile Exchange. The CME also offered a futures contract based on a 100-stock index "adopted" by standard and poor's Second in importance was a contract based on the New York Stock Exchange Composite Index, traded at the New York Futures Exchange. The original stock index future was that based on the Value Line Index, traded at the Kansas City Board of Trade. Correlation between stoch index futures contracts and the stoch market makes such contracts attractive hedging vehicles for a great many investors.

목차 (Table of Contents)

• Ⅰ. 序論
• Ⅱ. 先物去來
• 1. 先物去來의 定義
• 2. 先物去來의 機能
• 3. 先物去來의 種類
• Ⅲ. 株價指數先物去來
• 1. 株價指數先物去來의 定義
• 2. 株價指數先物去來의 機能
• 3. 株價指數先物去來의 去來方法
• 4. 株價指數先物去來의 價格決定
• Ⅳ. 主要國의 株價指數先物去來
• Ⅴ. 金融·資本市場에 미치는 影響
• Ⅵ. 結論
• 參考文獻