1)cross hedging交叉套期保值
1.Firms,on their part,should make good use of cross hedging.在目前我国期货市场交易品种有限的情况下,一方面,期货市场应加快推出新品种的进程以满足众多企业的套期保值需求,另一方面,广大企业应当积极利用交叉套期保值,并采用实例分析,确定风险最小化的最佳套期比。
2.This paper put forward a minimum fuzzy-variance optimal cross hedging model on the basis of MV hedging model.采用隶属度消除期货和现货收益率的异常波动对套期保值的影响,用非线性风险叠加原理描述多种期货对一种现货的组合风险,在最小方差套期保值模型的基础上,建立了基于最小模糊方差的最优交叉套期保值模型。
3.This paper put forward principle of basis dispersion,risk nonlinear hedging and dynamic hedging,on the base of minimum variance hedge model,use the MVGARCH(1,1)-BEKK model to anticipate the variance-covariance matrix of futures and cashes portfolio,build a cross hedging model of multi-futures to single cash on the base of MVGARCH model.提出了交叉套期保值的基差风险分散原理、风险非线性对冲原理和动态套期保值原理,在最小方差套期保值的基础上,建立了基于多元GARCH的多种期货对一种现货交叉套期保值模型。
英文短句/例句
1.Research on Optimal Cross-hedge Ratio of Foreign Exchange Futures Based on DCC Model基于DCC模型的外汇期货交叉套期保值比率估计
2.Hedging price of no-arbitrage contingent claims under transaction costs;有交易费的未定权益无套利套期保值定价
3.An Empirical Study on Transaction Strategies about Soybean Futures Hedging;商品期货套期保值交易策略的实证研究
4.The Analysis of Hedging and Basic Risk in Financial Futures Markets;金融期货交易中的套期保值和基差风险分析
5.POSITIVELY RESEARCH FUTURES TRADING TO STRENGTHEN HEDGE BUSINESS OF COPPER ENTERPRISES;积极探索期权交易 做好铜企业的套期保值
6.Summary of Hedging Efficiency for Furtures Exchage;期货交易所评价套期保值有效性综述介绍
7.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
8.Development of Endoscopic Protective Sheath on Anti-cross-infection内窥镜防交叉感染安全保护套的研制
9.The Hedging Function of Short Selling System in Security Market证券市场卖空交易机制套期保值功能研究
10.Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost有交易费用的未定权益定价及其套期保值策略
11.Preferred Hedging Stratagems of American Contingent Claims with Transaction Costs;带交易费的美式未定权益有偏好的套期保值
12.An analysis of the Impact of Delivery Risk on Production and Hedging Strategy;交割风险对生产决策及套期保值的影响分析
13.The Model of Combination Hedge with Transaction Costs;考虑交易费用的组合套期保值策略模型
14.A Study of Dynamic Hedging Techniques for Bond Portfolios;交易所债券组合动态套期保值策略研究
15.Market Model and Hedging Contingent Claims under Transaction Costs;带交易费的市场模型和未定权益套期保值
16.A securities transaction that reduces the risk on an existing investment position.保值措施，套期保值一种减少现存投资状态的危险的有价证券交易
17.Research on the Oil Futures Hedging Ratio;石油期货套期保值套期比选取的研究
18.Transaction Costs Hedger s Attitude to Risk and Variance of Exchange Rate: Hedging with Forwards/Futures;利用远期/期货交易对进出口外汇套期保值的分析
相关短句/例句
optimal cross-hedge ratio最佳交叉套期保值比率
3)hedging[英]['hed?i?][美]['h?d???]套头交易;保值交易;套期保值;套戥;对冲
4)cross hedging交叉保值
5)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
6)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
延伸阅读
套期保值 见抵补保值。
