Supposing the action of spot price and future price obey Brownian Motion, and by using logarithmic function as the utility functions of spot price and future price, we get hedging ratio, total risk of hedging, short hedging risk and long hedging risk.
假设现货资产价格和期货资产价格的行为都服从布朗运动 ,取对数函数作为这些价格的效用函数 ,导出套期保值率及相应的套期保值总风险 ,空头套期保值风险和多头套期保值风
The administrative system of meteorological disasters & insurance risk in Liaoning province based on GIS;
基于GIS的辽宁省气象灾害与保险风险管理系统
Some precise estimates were made of two kinds of ruin probabilities of finite time with heavy- tailed insurance risk and financial risk.
在保险风险和金融风险为重尾分布的条件下,得到了二维风险模型两种破产概率的精确估计以及另外一个破产概率的上下界。
Dynamic supervision of China stock future hedging value keeping risk
浅议中国股指期货套期保值风险的动态监控
On Risk Aversion,Disappointment Aversion and Futures Hedging;
风险厌恶、失望厌恶和期货套期保值
Foreign exchange future hedge CVAR risk's sensitivity
外汇期货套期保值CVaR风险的敏感度
Sensitivity Analysis of Conditional Values at Risk about the Futures Hedge
期货套期保值C VaR风险的敏感度分析
Modeling of Optimal Dynamic Hedging of Exchange Rate Risk;
最优动态汇率风险套期保值模型研究
Measuring Method of Interest Risk and Hedging Strategy of Bonds;
债券的利率风险测度及套期保值策略
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
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
The Ascertainment of Future Hedge Ratio for Minimum Risk
基于风险最小化的期货套期保值比率的确定
Research on Futures Hedging Model Based on Geometric Spectral Measure of Risk;
基于几何谱风险测度的期货套期保值模型研究
The Sensitivity Analysis on the Value at Risk in Futures Hedging under t Distribution;
t分布下期货套期保值VaR风险的敏感度分析
Long-term Foreign Exchange Hedging Foreign Exchange Risk Management in the Logistics of the Application;
外汇远期套期保值在物流外汇风险管理的应用
An Analysis on the Futures Hedging Strategy for the Foreign Financing Risk;
跨国融资风险的期货套期保值策略分析
On Nonlinear Risk-payoff Hedging Strategy in Futures Market;
期货市场套期保值非线性风险-收益策略
The Analysis of Hedging and Basic Risk in Financial Futures Markets;
金融期货交易中的套期保值和基差风险分析
Risk Management of Power Market based on Future Hedge;
基于期货套期保值策略的电价风险防范研究
An Analysis of Maximum Probability and Minimum Risk about Futures Hedging;
期货套期保值最大概率与最小风险分析
The Research on the Optimal Futures Hedging Model Based on the Minimum Risk
基于风险最小的期货套期保值优化模型研究