研究未定权益的平方套期保值问题。
把这一策略称为二重套期保值策略。
我们不会去做套期保值。
本文考察失望厌恶对期货套期保值的影响。
This paper explores the effect of disappointment aversion on futures hedging.
生产商套期保值已打压较长期限合约,导致价差收窄。
Producer hedging has pressured longer-dated contracts, contributing to the narrower spread.
简单说来,公司应将套期保值看作是其筹资利率的一份保单。
In simple terms, a company should regard hedging as an insurance policy on their funding rate.
仅对原料,或仅对产品进行套期保值称为一重套期保值策略。
The strategy to hedge only for the raw materials or the products is called once hedge strategy.
套期保值有好几种,其中预期性套期保值刚好适合你这种情况。
There are several kinds of hedging and anticipatory hedging just suits your situation.
使用衍生产品除了善意的保险外(套期保值)都被看做是邪恶的。
Using derivatives except for bona fide insurance is regarded as devilry itself.
这是因为套期保值带给借款人的确定性的同时,也需要借款人付出一定的代价。
This is because the certainty that hedging brings to the borrower also comes at a cost.
高盛在周日发表的报告中称,套期保值活动可能导致这些合约涨势停顿。
In a Sunday note, Goldman Sachs said the hedging activity could cause the rally in those contracts to stall.
企业套期保值动机的研究告诉人们,套期保值并不总是源于价值最大化。
The research of the motives of hedging tells us that hedging does not always stem from maximization of value.
将债务进行套期保值的债务人能够安全的从他们的现金流中偿付所有债务。
Hedged debtors can safely meet all debt payments from their cashflows.
利用品种不同但价格相关性强的期货合约为现货市场的头寸进行套期保值。
Hedging a cash market position in a futures contract for a different but price-related commodity.
因为你必须用美元支付这批玉米,所以就涉及到外汇问题,有必要做外汇套期保值。
Since you have to use American dollars to pay for the corn, it is also necessary to do a hedging on foreign currencies.
是的,我们叫它套期保值。套期保值有好几种其中预期性套期保值刚好适合您这种情况。
Yes. We call hedging. There are several kinds of hedging and anticipatory hedging just suits your situation.
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。
In view of limitations of traditional hedging we propose a solution of "controlling risk by hedging, striving for profit by speculation".
缩小定制衍生产品的范围将使得航空公司、制造商和石油生产者更难进行套期保值,对银行也是一样。
Reducing the scope for bespoke products would make hedging more difficult for airlines, manufacturers and oil producers as well as banks.
加上利率期货之间和汇率的相关性,这是非常有可能产生诸如商品期货套期保值对冲头寸。
Together with correlation between interest rate futures and exchange rate, it is very likely to produce hedge positions for hedge commodities such as futures.
价格风险管理机制是期货交易所提供的第二个经济功能,即我们通常所说的套期保值功能。
The second economic function provided by futures exchanges is price risk management, also known as hedging.
过去人们对套期保值和市场流动性的信心减轻了市场风险,但这种信心现在遭到严重的破坏。
But confidence in hedges and market liquidity as a way of mitigating risk has been badly damaged.
期货市场是一种高级的市场形式,它具有价格发现及套期保值的基本功能和其他的衍生功能。
The futures market is an advanced pattern and it has some basic functions such as price discovery and hedge and other derivative functions.
诸多的商品已是套期保值,瓶中的货币精灵已无从逃脱。供求规律最终是战胜一切的不二法则。
As much as commodities have become a hedge against monetary genies escaping from the bottle, the law of supply and demand eventually trumps all.
使企业能够根据贡献率的大小应用这两种套期保值策略规避生产利润风险,稳定企业的收入。
The producer can apply two strategies according to the contribution rate to avoid the risks of the profit of production, and therefore could steady the profit of production.
与此类似,印度公司也贷入更多美元,同时不卖出远期卢比以便偿还美元贷款时能够套期保值。
Similarly, Indian companies are borrowing more in dollars without selling rupees forward to hedge repayments.
银行家们表示最近几个月仅有几家信用等级最高的航空公司还可以继续进行套期保值,从油价低迷中获利。
Bankers say that only the few airlines with the highest credit ratings have been able to add to their hedge books in recent months to take advantage of lower oil prices.
自从去年雷曼兄弟破产以来,公司就一直在担心若出售套期保值合约的公司倒闭,合约是否还能得到兑现。
Ever since the collapse of Lehman Brothers last year, firms have been worrying about whether they will ever be able to collect on the hedging contracts they have bought if their bank collapses.
通过套期保值模型合理确定套期保值比率,可以提高套期保值效果,有效规避现货价格的风险。
Through hedge model to determine the hedge ratio can improve the hedge efficiency and effectively averse the risk of cash markets.
通过套期保值模型合理确定套期保值比率,可以提高套期保值效果,有效规避现货价格的风险。
Through hedge model to determine the hedge ratio can improve the hedge efficiency and effectively averse the risk of cash markets.
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