1) Stack-and-Rolling Hedge
成堆展期套期保值
2) renewal hedging
展期套期保值
1.
This paper uses value change of credit of hedging to define renewal basis and multiple periodic renewal hedging basic difference,uses structural analysis of renewal basis to resolve multiple periodic renewal hedging basic difference into a series of basic basis and,on this basis,discusses opportunity selection of optimum hedging.
借助保值者头寸的价值变化量,定义展期基差与多阶段展期套期保值基差,并通过展期基差的结构分析,将多阶段展期套期保值基差分解为一系列基本基差的形式,在此基础上讨论了最佳套期保值时机的选择问题。
3) rolling hedging
展期套期保值/滚动套期保值
4) Hedging Cost
套期保值成本
1.
The hedging cost of SZSE composite index is the lowest, but its hedging effectiveness is also the lowest, while the hedging effectiveness of SZSE composite subindex is higher, its hedging cost is also higher.
结果表明:上证综指最适合作为股指期货标的指数;深综指套期保值成本最低,但套期保值效率也最低;深成指套期保值效率比较高,套期保值成本也较高;180指数目前还不适合作为标的指数。
5) Multiperiod Rolling Hedge
多阶段展期套期保值
1.
On Basal Theory of Multiperiod Rolling Hedge in Futures Market;
期货市场多阶段展期套期保值的基本理论探讨
补充资料：成堆
1.众多事物聚集在一起。形容数量很多。
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