cross hedging
常見例句
- How to settle an example of the model is demonstrated and an optimal portfolio of cross hedging is achieved.
運用旋轉(zhuǎn)算法對一個具體的算例進行計算,求出了相應(yīng)的最優(yōu)套期保值組合; - A common mathematic cross hedging model is established. The emphasis and steps are explained about how to solve the model by the pivoting algorithm.
建立了復合套期保值的一般數(shù)學模型,并探討了用旋轉(zhuǎn)算法求解該模型的要點以及計算步驟; - Especially, on the expectation of China first index futures, this paper systematically compared Hushen 300 index futures's different cross-hedging performances on ETFs.
特別是在我國股指期貨推出之前,對運用仿真滬深300股指期貨合約與不同ETF產(chǎn)品的交叉套期保值效果進行了較為全面和系統(tǒng)的分析比較。 返回 cross hedging