保值
- Hedging;maintain value
-
[inflation proof savings deposits] 保持储蓄金的原有价值,不随市场上波动而改变
-
废杂铜企业如何利用期货市场进行保值?
How do the used hybrid copper enterprises maintain value by using the futures market ?
-
结合我国国有企业改革的实际,对国有资产保值增值问题进行了探讨。
Combined with state owned enterprises ' reform the problems of maintain value and increment of state-owned property is discussed .
-
如果政府想让英镑保值,那么首先就应该加强英国的经济。
If the Government wants to save the Pound it should start by strengthening the British economy .
-
期权套期保值的非线性H∞控制问题
Nonlinear H ∞ Control Strategy of Option Hedging
-
基于Copula的最小方差套期保值比率
Minimum variance hedge ratio based on Copula
-
Jones的选择是一辆本田奥德赛旅行车,他相信它的保值将比其它汽车要更好。
Jones'choice of a vehicle was a Honda Odyssey minivan , which he believes will hold its value better than some other vehicles .
-
利率期货(IRF)是众多金融期货形式中的一种,套期保值是利率期货最基本的市场功能。
Interest rate futures is one kind of many financial futures forms .
-
并且在制定套期保值策略时,由于条件的套期保值策略充分利用了最新的信息,运用GARCH误差修正模型显得比其它套期保值技术更加优越。
Conditional hedging consistently outperforms other hedging strategies because the GARCH error-correction models utilize the most up-dated information when making hedging decisions .
-
本文通过介绍Blank的套期保值短期资金需求量模型,给出了套期保值长期资金需求量的模型,并简要的分析了套期保值资金的需求量对套期保值策略的影响。
By introducing Blank ss model of short-term hedging capital requirements , the author tries to establish a long-term hedging capital requirements , and analyzes how the capital requirements affects the hedge strategy .
-
航运相关参与者可以通过把握国际干散货FFA市场与即期市场的相关性及波动性的相关规律,为制定套期保值与市场交易策略提供-定的参考。
Through the relevant laws to grasp the correlation and volatility of bulk FFA market and the spot market , the international dry , help participants to provide certain reference for shipping .
-
通过GARCH模型估算了COB电力期货合约的最佳套期保值比率,最后阐述了建立电力期货市场对我国电力工业改革的现实意义。
Using a GARCH specification , I estimate minimum variance hedge ratios for electricity futures . Finally , I expound the reality significance of the electricity futures market in the reform of electricity market .
-
随着国际黄金价格屡创新高,中国以美元为主的外汇储备不断增长,加上国内CPI持续高位,黄金作为一种重要的资产保值、增值工具,重新成为研究的热门话题。
As the international gold price break high record repeatedly , foreign exchange based on dollars continuously increases and CPI in China remain high , gold regarded as a major hedge means become a hot topic again .
-
多种用于估计最优套期保值比率的方法中,基于OLS模型所获得的套期保值策略是最优的,BEC-GARCH模型略差于OLS模型,两种模型的保值效果基本在同一水平上。
The optimal hedge ratio has been estimated in several ways , and the hedging strategy based on the OLS model is the optimal followed by the BEC-GARCH model .
-
在实证研究过程中,首先通过简单套期保值模型、OLS模型、ECM模型和GARCH模型得出不同的套期保值比率,利用HE指标对这四个模型得出的不同套期保值比率进行了套保绩效评价。
In the process of empirical research , first of all , the article arrives at different hedging ratios through the simple hedging model , the OLS model , the ECM model and the GARCH model and evaluates the different hedging ratios through the hedging efficiency index .
-
本文将重点探讨ETFs产品为什么能够用以套期保值,并讨论其套期保值操作的应用:①在规避个股系统性风险的情况下如何进行个股的非系统性风险投机;
The purpose of this article is to explain why ETFs can be treated as a tool for hedging , and to discuss its applications & The first one is how to speculate in unique risk of a corporate stock when eliminating its systematic risk ;
-
整个完整的套期保值绩效评估体系的构建也参考了之前文献的内容,尤其是CCC模型常常使用的方法,以此更加确认DCC模型相对CCC模型的优越,以及整个评估体系的合理化。
The complete hedging performance evaluation system is also reference to the contents of the previous literature , especially the CCC model is often used method is more recognized as a relatively CCC DCC model is the superior model , and the rationalization of the evaluation system .
-
对用于套期保值的期汇合约,企业是打算持有到到期日的,按IASC的倾向意见一般是按初期确认的公允价值来计量,这实际上是在报告日仍然保持历史成本的计量属性。
To use as hedge forward contract , enterprise are going to possess to the end , IASC 's opinion refer to compute as spot evenhanded value , this is keeping diachronic costing computation on the report day as fact .
-
同时在HARA效用函数下分析该投资问题的性质,发现在不同条件下,该投资策略可以退化为无约束最优投资策略、基于欧式看跌期权及两资产交换期权的套期保值策略。
Meanwhile , by the analysis of the characteristics of this investment problem with HARA utility function , it is concluded that this investment strategy can be simplified as an unconstrained optimal investment strategy and a hedge strategy based on the European put-option and the two-asset exchange option .
-
针对中国股票市场波动幅度大的特征,文章运用股指期货对上证50ETF和深证100ETF进行了套期保值实证研究。
Aiming at the characteristics of China stock market fluctuations ' varying within wide limits , this paper takes Shanghai 50 ETF and Shenzhen 100 ETF for the hedge empirical study with the stock index futures .
-
DCC模型是在CCC模型基础上改进而来的,DCC模型增加了相关系数时变的特征,但在基于效用最大化的比较中,基于DCC-GARCH模型估计的套期保值比率的效用并不如CCC-GARCH模型。
DCC model is based on the improvement of the CCC model comes , DCC model increased the correlation coefficient of time-varying characteristics , but based on the comparison of utility maximization , based on DCC-GARCH model to estimate the effectiveness of the hedge ratio is not as CCC-GARCH model .
-
本文首先使用Nelson-Siegel模型拟合出2002年沪深交易所国债的利率期限结构,然后运用2因子、3因子主成分法及久期、凸度法对交易所上市的债券进行模拟套期保值。
By using Nelson - Siegel model , the paper derives the term structures for bonds in Shanghai & Shenzhen Security Exchange in 2002 , and use two - and three - principal components as well as traditional duration and convexity to simulate a hedging of portfolios .
-
企业如何运用外汇期货交易来保值
How do the Enterprises Use Foreign Currency Futures as a Hedge
-
期货套期保值的多期多目标规划模型
A Multi - period Multi-objective Programming Model for Futures Hedging Strategy
-
碳市场最优套期保值比低于一般市场。
The optimal hedge ratio is smaller than the general market .
-
企业资产保值增值的计量反映与考核评价
The measurement and evaluation of VALUE-MAINTAINING and value-adding for enterprise capital
-
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
-
国有资产保值增值中存在的几个问题及对策分析
Analyzing the stabilization and increment of state-owned estate and the countermeasures
-
我国商业银行外汇套期保值策略研究
A Study of FX Hedging Strategies of China 's Commercial Banking
-
金融期货交易中的套期保值和基差风险分析
The Analysis of Hedging and Basic Risk in Financial Futures Markets
-
对高校固定资产保值增值的探讨
Probing of the Preservation and Adding of Fixed Assets Value of Colleges