动态套期保值,dynamic hedging
1)dynamic hedging动态套期保值
1.According to the stochastic fluctuant characteristics of spot and futures price,this paper puts forward a new dynamic correlation and sets up adynamic hedging model basd on the dynamic correlation multivariate stochastic volatility model.根据现货与期货价格随机波动的特点,引入一种新的动态相关系数,建立了基于DC-MSV的动态套期保值模型。
2.The only possible solution in present China—to usedynamic hedging to create synthetic options is introduced in detail.介绍组合证券保险及其基本方法 ,详细分析我国目前唯一可行的方法——利用动态套期保值创造合成期权。
3.As the standard process of funds management in the world,dynamic hedging strategy has become a hotspot in international financial research.作为国际基金管理者进行资产管理的标准程序，动态套期保值策略已成为国际金融前沿研究的一个热点。
英文短句/例句
1.Study on Dynamic Hedging Strategy Based on Multivariate Stochastic Volatility Model;基于多元随机波动模型的动态套期保值研究
2.Dynamic Hedging Strategy and Its Empirical Study Based on DC-MSV Model;基于DC-MSV的动态套期保值模型及实证研究
3.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
4.A Research and Analysis of Dynamic Hedging Strategy under Friction Market摩擦市场下的动态套期保值策略研究与分析
5.Modeling of Optimal Dynamic Hedging of Exchange Rate Risk;最优动态汇率风险套期保值模型研究
6.Dynamic supervision of China stock future hedging value keeping risk浅议中国股指期货套期保值风险的动态监控
7.The Evaluation and Comparison Research of Dynamic Optimal Hedging Ratios Based on Modified ECM-GARCH;基于修正的ECM-GARCH模型的动态最优套期保值比率估计及比较研究
8.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
9.Research on the Oil Futures Hedging Ratio;石油期货套期保值套期比选取的研究
10.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
11.A Mean--VaR Framework for Hedging with Options;利用期权进行套期保值的均值——VaR模型
12.Pricing and Hedging of an Asia Option Whose Price of Underlying Asset Follows Fractional Brown Motion标的资产由分数维布朗运动驱动的亚式期权定价及套期保值
13.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
14.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
15.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
16.An Incentive-Analysis of Company s Hedging Activity With Financial Derivatives;公司运用金融衍生工具进行套期保值活动的动因分析
17.Mean-variance Hedging under Stochastic Interests;随机利率下的均值-方差最小套期保值
18.Modified Black-Scholes Formula and Dynamic Hedging Strategy;修正的Black-Scholes期权定价及套期保值
相关短句/例句
dynamic hedging ratios动态套期保值比
1.The diagonal dynamic conditional correlation model is applied to estimate the dynamic conditional correlations among oil markets,calculate thedynamic hedging ratios between spot market and futures market,and evaluate the hedging performance of different kinds of markets portfolio,including WTI and Brent markets and cross markets.以WTI和Brent两地的原油现货市场和期货市场为研究对象,选择对角化的动态条件相关(DCC)模型估计了市场间的动态条件相关系数,求解了WTI市场、Brent市场及跨市的动态套期保值比,评价了各种市场组合的套期保值效果。
3)stock index futures dynamic hedging股指期货动态套期保值
4)hedging activity套期保值活动
1.This paper generalizes and analyses the incentives ofhedging activity when company hold kinds of financial derivatives.通过对目前理论界和实务界有关公司进行套期保值活动动机分析的相关研究成果进行分析和研究 ,得出了CEO、CFO等公司高级管理人员所组成的公司管理层是运用金融衍生工具进行套期保值活动的核心和决定力量的结论 ,从而把纯粹的技术层面分析扩展到更深层次的讨论。
5)rolling hedging展期套期保值/滚动套期保值
6)hedging[英]["hed?i?][美]["h?d???]套期保值
1.The strategy for compoundhedging 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 ofhedging 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
延伸阅读
套期保值见抵补保值。
