1)hedging[英]['hed?i?][美]['h?d???]套期保值
1.The strategy for compound hedging with the indexes futures;运用股指期货对证券的复合套期保值战略
2.Modeling for the principle of hedging in stock index futures market and its application;股票指数期货套期保值原理建模及其应用
3.Risk Control of Foreign Exchange Debt in an Enterprise——Application of Hedging;企业外汇债务的风险管理——套期保值的运用
英文短句/例句
1.Once Hedge Strategy,Dual Hedge Strategy and Contribution Rate;一重套期保值、二重套期保值和贡献率
2.Research on the Oil Futures Hedging Ratio;石油期货套期保值套期比选取的研究
3.A Mean--VaR Framework for Hedging with Options;利用期权进行套期保值的均值——VaR模型
4.Optimal Hedge Ratio and the Performance of Hedging: an Empirical Analyzing of Hedging about Copper Futures of SFE in China;套期保值比率与套期保值的效绩——上海期铜合约的套期保值实证分析
5.An Empirical Study on Optimal Hedge Ratio and Hedging Performance on Crude Oil Futures;石油期货最优套期保值比率及套期保值绩效的实证研究
6.A Study of Chnese Stock Index Future Hedge Strategy and Optimal Hedge Ratio;我国股指期货套期保值策略及最佳套期保值率研究
7.Mean-variance Hedging under Stochastic Interests;随机利率下的均值-方差最小套期保值
8.Modified Black-Scholes Formula and Dynamic Hedging Strategy;修正的Black-Scholes期权定价及套期保值
9.The Hedging of Index Futures Considering the Exchange Rate;考虑汇率因素下股指期货的套期保值
10.The Research on the ETF Hedge on Stock Index Futures;股指期货与ETF进行套期保值的研究
11.Recent Developments in Futures Hedging;期货套期保值理论及模型的研究进展
12.On Risk Aversion,Disappointment Aversion and Futures Hedging;风险厌恶、失望厌恶和期货套期保值
13.Hedging Index Futures with Cash Settlement Price Setting;现金结算价与股指期货套期保值决策
14.Empirical Study on Hedging Performance of Chinese Futures Market;中国期货市场套期保值绩效实证研究
15.The effect of the cointegration relationship on futures hedge strategy;协整关系对期货套期保值策略的影响
16.How to Do Hedging Through The Future Market for an Enterprise;企业如何利用期货市场进行套期保值
17.A Further Understanding of Hedger and Speculator in the Future Market;对期市套期保值者和投机者的再认识
18.Nonlinear H ∞ Control Strategy of Option Hedging;期权套期保值的非线性H_∞控制问题
相关短句/例句
hedge[英][hed?][美][h?d?]套期保值
1.Research on the ETF hedge on the stock index futures;股指期货在ETF投资管理中的套期保值研究
2.An analysis of the best hedge ratio with the futures;期货套期保值的最优套头比分析
3.Discussion about forward contract of accounting computation ——about forward contract hedge;期汇合约会计计量问题的探讨——对用于套期保值目的的期汇合约的计量
3)arbitrage[英]['ɑ:b?trɑ:?][美]['ɑrb?'trɑ?]套期保值
4)Hedge Ratio套期保值率
1.This paper assumes that the underlying price obeys a renewal jump-diffusion process, studies how to determine a sound hedge ratio when given an acceptable probability of hedge failing, and suggests the way to assume the parameter of calculating the optimal hedge ratio which is finally validated with an example.给出了计算最优套期保值率所需参数的估计方法,并用算例予以验证。
2.Optimal hedge ratio is estimated under different time scales by taking minimum semivariance as hedge target.本文运用极大交迭离散小波变换对新加坡新华富时A50股指期货合约原始数据进行逐尺度分解,在不同时间尺度下以半方差最小化为套期保值目标对最优套期保值率进行估计,并与最小小波方差套期保值率进行比较。
5)hedging ratio套期保值率
1.Supposing the action of spot price and future price obey Brownian Motion, and by using logarithmic function as the utility functions of spot price and future price, we get hedging ratio, total risk of hedging, short hedging risk and long hedging risk.假设现货资产价格和期货资产价格的行为都服从布朗运动 ,取对数函数作为这些价格的效用函数 ,导出套期保值率及相应的套期保值总风险 ,空头套期保值风险和多头套期保值风
6)ΔhedgeΔ套期保值
延伸阅读
套期保值 见抵补保值。
