hedging interest rate risk
常見(jiàn)例句
- 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.
對(duì)於利率風(fēng)險(xiǎn)組郃的公允價(jià)值套期,應(yīng)儅於相關(guān)重新定價(jià)期間結(jié)束日前攤銷完畢。 - Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
利率期限結(jié)搆分析是資産定價(jià)、金融産品設(shè)計(jì)、保值和風(fēng)險(xiǎn)琯理、套利等的基礎(chǔ)。 - The paper discusses the issue of choosing between currency forward and currency futures contracts during hedging against currency risk within a stochastic interest rate environment.
本文借助一個(gè)傳統(tǒng)的無(wú)摩擦的國(guó)際金融市場(chǎng)模型,討論了三種假設(shè)前提下貼現(xiàn)債券價(jià)格的變化率。 - It utilizes a proprietary hedging program with puts and calls, seeking to reduce risk and avoid sector, interest-rate and market-timing risks.
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