| 1. | Speaker : dr . zhang guangping , chief financial engineering advisor , shanghai futures exchange
演讲者：张光平博士，上海期货交易所首席金融工程专家 |
| 2. | Shanghai futures exchange over futures warehouse receipt , and tianjin zhenrong company vs
在经济合同、金融证券和期货交易等专业领域，积累了丰富的办案经验。 |
| 3. | As the same result of shanghai futures exchange ' s research , which adopted least variance model
股指期货是一个高风险、高收益的金融衍生产品，相应地应有完善的风险管理措施。 |
| 4. | The shanghai futures exchange ( sfe ) , one of china ' s major futures trading venues , will start gold futures trading on january 9
中国主要期货交易场所之一的上海期货交易所将在今年1月9日开始期货交易。 |
| 5. | Shanghai : copper futures woke up from their holiday slumber yesterday and jumped up to record highs at the shanghai futures exchange
上海：铜的期货交易从昨日的假日休眠中醒了过来，在上海期货交易所上的价格飚升至创纪录的高度。 |
| 6. | Copper futures on the shanghai futures exchange closed mostly higher monday , with the benchmark contract hitting an 11 - week high on knee - jerk buying after london copper closed substantially higher friday
上海期货交易所中国铜期货周一收盘大多上扬?基准合约一度升至11周高点?主要原因是伦敦市场铜期货价格上周五大幅收高。 |
| 7. | The chinese auctions , together with the delivery of 52 , 000 tonnes of copper on to the shanghai futures exchange , means the srb will have made 152 , 000 tonnes of copper available to the market in the last quarter of the year
这些拍卖，加上向上海期货交易所交割的5 . 2万吨铜，意味着国储局在今年最后一个季度将向市场供应15 . 2万吨铜。 |
| 8. | In this chapter , the writer explains risk of futures markets comprise mostly market risk and credit risk , and introduces fundamental effectible factors and technical effectible factors . the fifth chapter , risk measurement , explains general situation of copper contract in shanghai futures exchange ( shfe ) , then analyzes the factors that affect the contract ’ s price , and describe price fluctuation of shfe ’ s copper contract
第五章“期市风险的度量”以上海期货交易所金属铜期货为例,首先介绍了铜期货的概况,接着分析了影响铜期货价格因素,最后通过建立garch ( 1 , 1 )模型来描述铜期货市场的波动性,试图对铜期货的风险进行确认。 |
| 9. | Based on the high frequency data , through the study of five - minutes absolute return data of copper in shanghai future exchange , a l - shape effect of intraday return and u - shape effect of intraday volume and intraday frequency of transactions are concluded and an analysis of the relationship between the model and microstructure of future market in china is suggested
摘要本文运用高频数据对我国上海期铜的收益率、交易量和交易笔数的日内变动模式进行研究，从而得出了上海期铜日内5分钟绝对收益率波动性的" l "型变化模式以及5分钟交易量和交易笔数的" u "型变化模式。 |
| 10. | Under this background and based on the assignment of researching and developing real - time transaction proto - type system of one of the five exchanges - shanghai future exchange , the dissertation is intended to research and implement the exchange message protocol ( xmp ) and message transaction protocol ( xtp ) which are designed to guaranteeing the security and reliability of the data transmission system and discusses the design and implement of the xmp and xtp
本文正是在这样的背景下，基于我国五大交易所之一?上海期货交易所的交易原型系统的研究和开发项目，研究实时交易系统中的数据通信协议：信息打包协议xmp ( exchangemessageprotocol )和交易协议xtp ( exchangetransactionprotocol ) ，并讨论了协议的设计和实现。 |
