利率套期保值

  • 网络interest rate hedge
利率套期保值利率套期保值
  1. 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 .

  2. 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

  3. 利率衍生产品的套期保值研究

    Research of Interest Rate Derivative Hedging

  4. 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 .