We get new hedging ratios, total risk of hedging, short hedging risk and long hedging risk.
导出新的套期保值率及其相应的套期保值总风险,空头套期保值风险和多头套期保值风险。
He claimed to be achieving such success through a complex technique of hedging purchases of stock with "short" positions to minimise the risk of falls in price.
为了达到这样的目标,他说自己采用了复杂的对冲操作,利用“空头”头寸来降低股价下跌带来的风险。
At a later stage, the commodities also developed derivatives contracts, with consumers and producers hedging the risk of volatile prices with over-the-counter swaps and, later, futures contracts.
后来,大宗商品还开发出了衍生品合约,先是场外掉期合约,接着是期货合约,让消费者和生产商得以对冲价格波动风险。
The function of futures markets is price discovery, price risk hedging, and market efficiency improving.
期货市场的功能在于价格发现、价格风险规避及市场效率提高。
Although yield is obviously important to farmers, even more crucial is hedging their bets against famine, spreading the risk by growing many crops, over many seasons, in many locations.
尽管产量显然对农民很重要,但对抗饥荒更关键的是别把赌注下在一种作物上,要通过在多个地方、多个季节里种植多种作物来分散风险。
Hedging in futures markets is synonymous with shifting risk.
期货市场上的套做交易实际上就是转移风险。
In finding the method for risk-hedging invalid, the court relied on existing Supreme court case law. Continued Kennedy.
在认定风险对冲方法专利无效时,法院依据的是最高法院现有的案例法。
there are specific exemptions for “risk-mitigating hedging activities, liquidity commitments and bona fide market-making”.
“减少套头交易的风险,流动资产的托付和真诚的作价买卖”都有特定的豁免税额。
In view of limitations of traditional hedging we propose a solution of "controlling risk by hedging, striving for profit by speculation".
针对传统套期保值的局限性,我们提出“套期保值控制风险、投机争取利润”的解决办法。
A cash flow hedging refers to a hedging of the risk to changes in cash flow.
现金流量套期,是指对现金流量变动风险进行的套期。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手,提出了用股票指数期货来对冲股票组合风险的一种方法。
For a fair value hedging of interest rate risk portfolio, the amortization shall be finished prior to the date of end of the relevant re-pricing period.
对于利率风险组合的公允价值套期,应当于相关重新定价期间结束日前摊销完毕。
The hedging expectation is highly efficient and meets the risk management strategy, which is confirmed for the hedging relationship by enterprise at the very beginning.
该套期预期高度有效,且符合企业最初为该套期关系所确定的风险管理策略。
Hedging with option trade is one of the most useful ways to distract risk.
用期权进行套期保值是常用的风险转移方法。
Treasury bond futures with active trading provide good hedging tools for the market, but their delivery risk is getting more and more attention.
美国国债期货的活跃交易为市场提供了良好的避险工具,但是其交割风险也越来越受到关注。
The hedging shall be relevant to the designated specific identifiable risk, and will ultimately affect the profits and losses of the enterprise.
套期必须与具体可辨认并被指定的风险有关,且最终影响企业的损益。
Germany's sovereign debt default risk hedging costs have increased.
对冲德国主权债务违约风险的成本已经上升。
Constant spot market, price discovery and price risk hedging can only be achieved in mature and effective futures market.
只有成熟和有效的期货市场,才能起到分散风险、稳定现货市场、价格发现、套期保值等作用。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
针对嵌入期权的影响,探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
The function of risk transfer in futures markets mainly implements by hedging, so the key issue of futures markets is the determination of hedge ratio.
期货市场的风险转移功能主要通过套期保值策略来实现,期货市场套期保值的关键问题是套期保值比率的确定。
The hedging level and time horizon depend on the risk profile, which is derived from the business model of the respective Group company.
对冲水平和时间范围取决于风险,这是从各自的集团企业经营模式所。
One of the basic economical functions of futures market is the risk shift, and to achieve this goal the most commonly used method is hedging.
期货市场的基本经济功能之一是风险转移,而要达到这一目的最常用的手段就是套期保值。
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
在非风险中性定价意义下,研究了欧式未定权益的定价和套期保值策略。
Optimal dynamic hedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared.
构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。
The main reason that firms invest futures is to hedge price risk through hedging in futures markets.
企业参与期货的主要目的是通过在期货市场进行套期保值交易实现转移、规避价格风险。
The main reason that firms invest futures is to hedge price risk through hedging in futures markets.
企业参与期货的主要目的是通过在期货市场进行套期保值交易实现转移、规避价格风险。
应用推荐