1) rolling hedging
展期套期保值/滚动套期保值
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) 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
4) 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
6) 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。
补充资料：展期
展期
【展期】交易一方因为某种需要，推迟外汇的实际交割日而采取的一种技术处理。通常采取续做一笔掉期交易来完成。通过续做一笔与原交易金额相同，买卖方向相反的即期交易和相对应的远期交易，使之在即期轧平头寸，在远期重新安排交割。
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