久期策略
久期策略-
该风险可以通过静态的债券贡献策略以及动态的利率敏感现金流分析策略、久期免疫策略和动态财务分析等技术方法进行有效的管理。
It can be effectively controlled by static bond contribution strategy , and dynamic methods including interest rate-sensitivity cash flow analysis , duration immunity strategy and dynamic financial analysis .
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论文对套期保值的理论进行分析，对常用的基于久期的套期保值策略进行评述，从而引出凸度偏移的概念。
In the dissertation the hedging theory is analyzed , the common duration-based hedging strategy is commented on and thus the conception of convexity bias is introduced .