风险最小化套期

  • 网络Risk Minimization Hedging
风险最小化套期风险最小化套期
  1. 现代最优套期保值比率的研究主要有两种,一个是风险最小化套期保值比率,另一个是效用最大化套期保值比率。

    Research of the optimal hedging rate has two kinds , one is the risk-minimizing hedging ratio , another is the utility-maximizing hedging ratio .

  2. 第三章介绍了风险最小化下套期保值比率的估计模型,并从静态和动态的角度进行了划分。

    The third chapter introduces hedging ratio estimate models under the minimum risk , and divides into static and dynamic estimate modes .

  3. 基于风险最小化的期货套期保值比率的确定

    A new process is treated on the basis of C. The Ascertainment of Future Hedge Ratio for Minimum Risk

  4. 我们必须向保险公司提供全套的正本提货单、基于风险最小化的期货套期保值比率的确定

    We have to file with the underwriters the full original set of ocean bills of lading , The Ascertainment of Future Hedge Ratio for Minimum Risk