The Research on the Futures Hedging Model Based on Conditional Value at Risk
基于条件风险价值的期货套期保值模型研究
This article introduces mark-to-market risk into the conventional futures hedging framework.
本文把盯市风险引入传统的期货套期保值框架,论证了在考虑盯市风险的情况下,一个关注每日最大亏损值的套期保值者会显著地减少他的期货头寸。
Futures hedging is the use of stock futures to avoid the risk of the transaction to be an effective strategy for investors in specific operations,through mathematical models to derive the optimal volume for futures hedging program design.
期货套期保值是利用期货规避现货交易风险的一种有效策略,投资者在具体操作过程中,需要通过数学模型求出最优期货量进行套期保值方案的设计。
hedge Buying
买进保值期货,买期保值
A person or firm that has bought the spot commodity and hedged with a sale of futures is said to be long the basis.
个人或公司在买入现货商品的同时又卖出期货合约进行套期保值称为买入基差。
hedge selling
卖出保值期货,卖期保值
The Research on the ETF Hedge on Stock Index Futures;
股指期货与ETF进行套期保值的研究
Recent Developments in Futures Hedging;
期货套期保值理论及模型的研究进展
How to Do Hedging Through The Future Market for an Enterprise;
企业如何利用期货市场进行套期保值
Prospect Analysis of Hedging of Soybean Futures;
大豆压榨厂利用期货进行套期保值的前景分析
The Research on the Simulation of Stock Index Futures to Hedge on ETF;
运用股指期货对ETF进行套期保值的实证研究
Improved method for calculating hedge ratio of stock index future;
股指期货套期保值比率计算方法的改进
An option which provides the right to buy a currency and sell the base currency is a call option.
买方期权是指期权买方有权买进一种货币,卖出另一基准货币。
Transaction Costs Hedger s Attitude to Risk and Variance of Exchange Rate: Hedging with Forwards/Futures;
利用远期/期货交易对进出口外汇套期保值的分析
Companies also buy futures to guarantee costs for materials.
公司可以购买期货在保证原料价格。
Improved method for calculating optimal hedge ratio of freight index future;
运价指数期货最优套期保值比率计算方法的改进
Research on the Oil Futures Hedging Ratio;
石油期货套期保值套期比选取的研究
Futures-based hedge risk VaR optimal design algorithm futures volume
期货套期保值VaR风险的最优期货量算法设计
Especially during cycles of high inflation, investors try to purchase tangibles that will at least retain their current market values.
尤其在高通货膨胀时期,投资者尽量购买那些至少会保持他们现有市场价值的有形资产。
deferred recovery: Recovery of currency used in lending operations subject to maintenance of value.
延期回收:在贷款业务中为保值而进行的货币回收。1
Hedging a cash market position in a futures contract for a different but price-related commodity.
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。
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