交叉保值

基于DCC模型的外汇期货交叉套期保值比率估计

Research on Optimal Cross-hedge Ratio of Foreign Exchange Futures Based on DCC Model

利用交叉套期保值防范价格风险

On Guarding against Price Risks through the Use of Cross Hedging

期货交叉套期保值行为研究

Behavior of Cross Hedging with Futures

本文从行为金融和金融工程理论角度出发，对具有交易成本条件下的期货交叉套期保值技术进行了较为系统分析，提出了交叉套期保值的四种行为模式，分析了交叉套期保值行为的有效性。

Based on the theory of behavior finance and financial engineering , the efficiency of cross hedging under the four techniques was analyzed .

引入多个期货合约收益率向量代替单个合约的收益率，推导出多种期货合约对一种现货进行套期保值模型，解决了交叉套期保值的基差风险分散问题。

We introduce the futures return vector to replace the single future return , deduce the multiple futures to single cash hedge model to realize the dispersion of basis risk .