现代套期保值理论

从传统的套期保值理论到现代套期保值理论取得了很大的发展，其中ols模型是一种简单而有效的计算方法，把套期保值看作投资者选择现货和期货的投资组合来降低组合的风险。

From traditionary hedge theory to modern hedge theory , we make prodigious progress , and ols model is a easy and effective method , by looking hedge as combination of goods and futures to reduce its risk .

现代套期保值理论认为，期货对现货的套期保值的目的是使得期货资产与现货资产的组合风险的最小化。

From the modern theory of hedging , the purpose to hedge for the spot with futures is to minimize the risk of the combination of two assets .

采用新的计量分析工具来研究不完备市场中的套期保值，以及带摩擦的金融市场中的套期保值，将会成为现代套期保值理论新的理论领域。

To do researches in inflation proof of hedge ration in the incomplete market by means of new calculation analysis and that in financial market with " friction " will become the new theory in modern hedge ratio theory .