2) hedging strategy
套期保值策略
1.
The paper considered hedging strategy of a contingent claim in a market with a bond and a stock with transaction costs, where the stock is driven by a Brownian motion and the bond appreciation rate r (·), the stock appreciation rate b (·) and the stock volatility σ (·) are bounded and F progressively measurable process.
考虑债券和股票的带交易费用的金融市场中的未定权益的套期保值策略问题，其中股票由一维布朗运动驱动，债券收益率ｒ（·）、股票收益率ｂ（·）和股票波动率σ（·）＞ ０ 为有界循序可测过程。
2.
As an application, we study portfolio selection model with continuous-time and the optimal portfolio is obtained; moreover, hedging strategy problem is studied and the optimal hedging strategy is obtained.
本文提出一类随机线性二次最优控制问题,给出了一个新的Ricatti方程,若此方程有解,可得到系统的最优反馈控制;作为其应用,文中首先讨论了连续时间的投资组合模型,得到最优证券组合;最后将其运用于金融中未定权益的套期保值问题,并得到最优套期保值策略。
3.
By mainly means of hedging strategy,the option pricing is valuated and the upper limits and the lower limits are derived.
在市场无套利、无摩擦和无风险利率为常数假定下,分别讨论了无红利配发和有红利配发情形时,一种新型期权—双重看涨期权的定价问题,主要利用套期保值策略对期权定价进行了若干估计,给出了上下界。
3) a hedging strategy
套期保值策略
1.
By a Generalized Clark Formula, this paper provides a hedging strategy for the Asian option calculated with geometric averaging.
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。
4) hedging
[英]['hedʒiŋ] [美]['hɛdʒɪŋ]
套期保值
1.
The strategy for compound hedging with the indexes futures;
运用股指期货对证券的复合套期保值战略
2.
Modeling for the principle of hedging in stock index futures market and its application;
股票指数期货套期保值原理建模及其应用
3.
Risk Control of Foreign Exchange Debt in an Enterprise——Application of Hedging;
企业外汇债务的风险管理——套期保值的运用
5) hedge
[英][hedʒ] [美][hɛdʒ]
套期保值
1.
Research on the ETF hedge on the stock index futures;
股指期货在ETF投资管理中的套期保值研究
2.
An analysis of the best hedge ratio with the futures;
期货套期保值的最优套头比分析
3.
Discussion about forward contract of accounting computation ——about forward contract hedge;
期汇合约会计计量问题的探讨——对用于套期保值目的的期汇合约的计量
补充资料：套期保值
见抵补保值。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条