利率套期保值
- 网络interest rate hedge
利率套期保值
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MA模型与M2模型的基本原理相似,但它的推导是作为一阶利率风险套期保值模型进行推导的。
M-Absolute is similar to M-Square but is derived as a first-order interest-rate-risk hedging model .
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债券的利率风险测度及套期保值策略
Measuring Method of Interest Risk and Hedging Strategy of Bonds
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利率衍生产品的套期保值研究
Research of Interest Rate Derivative Hedging
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结果表明我国房地产企业利率风险高,利用利率期货进行套期保值能有效规避房地产企业利率风险。
The result shows that the interest rate risk of Chinese real estate enterprises is high , and using interest rate futures for hedging can effectively avoid interest rate risk of real estate enterprises .