|本期目录/Table of Contents|

[1]刘杉,周国光.衍生金融工具风险的分析与控制[J].长安大学学报(社科版),2006,8(04):42-45.
　LIU Shan,ZHOU Guo-guang.Analysis and control for financial derivative products risk[J].Journal of Chang＇an University(Social Science Edition),2006,8(04):42-45.
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《长安大学学报（社科版）》[ISSN:1671-6248/CN:61-1391/C]

卷:
第8卷
期数:
2006年04期
页码:
42-45
栏目:
交通运输与经济
出版日期:
2006-12-20

文章信息/Info

Title:
Analysis and control for financial derivative products risk
作者:
刘杉; 周国光
长安大学经济与管理学院,陕西西安　710064
Author(s):
LIU Shan;  ZHOU Guo-guang
School of Economics and Management, Changan University, Xian 710064, Shaanxi, China
关键词:
金融学; 衍生金融工具; 风险分析; 一般特征; 控制; 交易主体
Keywords:
finance;  derivative financial instrument;  risk analysis;  common characteristics;  control;  marketing body
分类号:
F830. 9
DOI:
-
文献标志码:
A
摘要:
针对国际金融市场衍生金融工具的发展趋向,运用理论与实证分析法、数理统计法分析衍 生金融工具交易所产生的各种风险及其特征,提出控制衍生金融风险的措施:宏观上要求政府及相 关部门建立公平竞争的市场环境和完善的交易体系,建立健全市场担保制度,从而实现规范管理, 以防范和降低风险;微观上要求衍生金融工具的市场主体规范自身行为和交易策略,建立内部风险 管理机制,增强交易透明度,强化安全的结算制度以控制衍生金融风险。
Abstract:
Based on the developing trend of derivative financial instruments finance market, the risks of derivative financial instruments are discussed . The measure to be taken from the macroscopic and microscopic is proposed to strengthen the management and supervision of derivative financial instruments through statistical methods. The authors suggest that fair marketing environment and perfect operation system should be established from the point of the government in order to lower the risk of derivative financial instruments. And marketing bodies should standardize activities and operating strategies from the view of the enterprises in order to control the risk of derivative financial instruments.

参考文献/References:

[1]　罗伯特·A·斯特朗.衍生产品概论[M].王振山, 译.大连:东北财经大学出版社,2005.
[2]　熊玉莲.论金融衍生工具风险的一般性及在我国的特 殊表现和控制[J].江西社会科学,2005,30(5):219- 225.
[3]　孙宁华.金融衍生工具风险形成及防范[M].南京:南 京大学出版社,2004.
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[5]　于瑞泽,冯淑健.衍生金融工具的风险及其控制[J]. 经济师,2003,20(1):13-15.
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[7]　耿建新,徐经长.衍生金融工具会计新论[M].北京: 中国人民大学出版社,2002.
[8]　战雪丽,张世英,张瑞锋.金融市场相关性分析及其度 量方法改进[J].长安大学学报:社会科学版,2006,8 (1):51-54.
[9]　温　军,安　鹏.博弈论框架下的信用缺失探析[J]. 长安大学学报:社会科学版,2004.6(1):45-48.
[10]　王君萍,丁文锋.风险投资家的双重逆向选择风险规 避机制[J].长安大学学报:社会科学版,2006,8(2): 56-60.

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备注/Memo

备注/Memo:
收稿日期:2006-04-18
基金项目:西安财经学院科研基金项目(05XCK30)
作者简介:刘　杉(1971-),女,辽宁铁岭人,西安财经学院副教授,长安大学管理学博士研究生。
更新日期/Last Update: 2006-12-20