Futures Price Behavior Analysis And Dynamic Simulation And Its Application In The Futures Risk Transactions

After . China entered into WTO , according to the international financial market, China began to support Future Market of China actively and increasingly. This year of 2003 is the markland of increasement of Future Market of China. But, in the same time, few people research Future Market of China.The paper would like to try my best to research Future Market of China thinly and gain some results , then and adopt the result to the real Future Market of China. First, we check up the validity of Future Market of China by the way of self-relativity. Second, we adopt certern Browain Motion for shaping the form of Future Price Action. In result, we again show that Future Market of China is a non-thin-valid future market and prove it that certern Browain Motion is a little value for measure future price ahead. At last, we introduce VAR model into Future Market to measure the risk of Future Dealing.