1) hedging activity
套期保值活动
1.
This paper generalizes and analyses the incentives of hedging 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。
2) 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 a dynamic 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 use dynamic 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。
3) 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 the dynamic 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。
4) rolling hedging
展期套期保值/滚动套期保值
5) hedging
[英]['hedʒiŋ] [美]['hɛdʒɪŋ]
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][hedʒ] [美][hɛdʒ]
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
补充资料：套期保值
见抵补保值。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条