套期保值策略

摩擦市场下的动态套期保值策略研究与分析

A Research and Analysis of Dynamic Hedging Strategy under Friction Market

部分信息下的欧式未定权益定价及套期保值策略

European Contingent Claims Pricing and Hedging Strategy with Partial Information

基于APT的证券组合套期保值策略研究

A Study on Hedge of Portfolio on the Basis of APT

并且在制定套期保值策略时，由于条件的套期保值策略充分利用了最新的信息，运用GARCH误差修正模型显得比其它套期保值技术更加优越。

Conditional hedging consistently outperforms other hedging strategies because the GARCH error-correction models utilize the most up-dated information when making hedging decisions .

本文运用推广的Clark公式，对由几何平均确定的亚式期权，得到实用的套期保值策略。

By a Generalized Clark Formula , this paper provides a hedging strategy for the Asian option calculated with geometric averaging . The hedging strategy is uncomplicated and easy to operate .

展期套期保值策略研究本文针对钢铁企业生产过程的轧制模型的建立、轧制策略的优化及钢铁企业CIMS体系结构的建立等若干问题展开研究。

This paper studies the establishing of rolling model on production process of metallurgical enterprises and the rolling strategy optimization for cold mill . Mean while , the architecture of CIMS architecture used in metallurgical enterprise is also researched .

同时在HARA效用函数下分析该投资问题的性质，发现在不同条件下，该投资策略可以退化为无约束最优投资策略、基于欧式看跌期权及两资产交换期权的套期保值策略。

Meanwhile , by the analysis of the characteristics of this investment problem with HARA utility function , it is concluded that this investment strategy can be simplified as an unconstrained optimal investment strategy and a hedge strategy based on the European put-option and the two-asset exchange option .

我国商业银行外汇套期保值策略研究

A Study of FX Hedging Strategies of China 's Commercial Banking

股指期货最优套期保值策略及其有效性

The Optimal Hedging Strategy for Stock Index Futures and Its Efficiency

考虑交易费用的复合期货套期保值策略及其在武器采购中的应用

Compound hedging method considering transaction costs and its application in weapon purchase

基于收益与风险比率的期货套期保值策略

The Futures Hedging Strategy Based on the Ratios between Profits and Risk

基于ε-套期保值策略的资本资产定价方法

Capital Asset Pricing Method Based on ε - Hedging Strategy

有交易费用的未定权益定价及其套期保值策略

Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost

考虑需求不确定性的电力市场参与者套期保值策略研究

Study on hedging strategy of participators of electricity markets considering uncertainty load

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

不完全市场上一种未定权益的套期保值策略

Hedging strategy of a contingent claim in incomplete market

动态套期保值策略的模拟检验

TRENDS Dynamic news Simulation Test of Dynamic Hedging Strategy

考虑交易成本的股价指数期货最优套期保值策略模型

Models of Hedge Strategies in Stock Index Futures Markets

将企业套期保值策略和期货市场套期保值绩效相结合的研究较少。

Researches on combining hedging strategies with hedging performance of futures market are less .

二重套期保值策略软件的设计与实现

Design and Implementation of Dual Hedge Strategy Software

最后，讨论期权套期保值策略。

We also discuss hedging strategy of option .

论刑事被告人的程序选择权展期套期保值策略研究

Research on Criminal Defendants ' Optional Right of Procedure On Rolling Strategy of Hedging

几何型亚式期权的定价及套期保值策略

Pricing and Hedging for geometric Asian Option

黄金生产企业风险控制与套期保值策略

Gold producers risk management and hedging strategy

价格密度函数不确定情形下的套期保值策略

Hedging strategy under uncertain price density function

一种亚式期权的套期保值策略

The hedging strategy of an Asian option

基于鲁棒控制的期权套期保值策略

Option Hedging Strategy Based on Robust Control

多阶段展期套期保值策略研究

Research into renewal and hedging strategy

讨论了同时使用期货与期权的套期保值策略。

In this paper , the authorrs discuss a hedging strategy involving future and option simultaneously .

基于动态规划的套期保值策略研究

Hedge Strategy Based on Dynamic Programming