ＥＴＦ期权的交易风险及对策研究

• 作 者: 李 倩，张潇尹
• 机 构: 沈阳工业大学 经济学院，沈阳 １１０８７０
• 出 处: 沈阳工业大学学报(社会科学版)
• 发表日期: 0年期

随着金融市场的不断发展，各种金融衍生工具不断涌现。２０１５年 ２月 ９日上证 ５０ＥＴＦ期权的推出，标志着我国正式打开了 ＥＴＦ期权交易市场。ＥＴＦ期权的推出是中国金融衍生工具发展的必然产物，也为我国投资者提供了新的投资手段和风险管理手段。以上证 ５０ＥＴＦ期权作为研究对象，依据其发展状况具体分析上证 ５０ＥＴＦ期权面临的交易风险，结合国外 ＥＴＦ期权交易风险管理的成功经验，提出相应的交易风险管理对策及建议，为我国 ＥＴＦ期权发展提供借鉴。

With the continuous development of financial markets, a variety of financial derivatives continue to emerge. February 9, 2015 The launch of the SSE 50 ETF option marks the official opening of ETF options market in China. The introduction of ETF options is an inevitable outcome of the development of China’s financial derivatives and a new means of investment and risk management for our investors. Based on the development of the 50 ETF options in Shanghai Stock Exchange, the paper analyzes the transaction risk faced by the Shanghai ETF 50 ETF options in combination with the successful experience of foreign ETF option risk management, and puts forward corresponding countermeasures and suggestions on the transaction risk management to provide reference for the development of ETF options in China. .