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 fourth chapter takes an empirical study based upon DC-MSV dynamic hedging model, and conducts the contrast research with three commonly used models.
第四章是对基于DC - MSV的动态套期保值模型进行实证，并与三种常用模型进行对比研究。
The fourth chapter takes an empirical study based upon DC-MSV dynamic hedging model, and conducts the contrast research with three commonly used models.
第四章是对基于DC - MSV的动态套期保值模型进行实证，并与三种常用模型进行对比研究。
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