导出新的套期保值率及其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险。
We get new hedging ratios, total risk of hedging, short hedging risk and long hedging risk.
对期货市场组合套期保值策略和保值风险进行了分析，给出组合套期保值率的最小二乘估计和保值风险的估计。
In this paper, by the analyses about the strategy of the combination hedge in futures markets and its risk, we get least squares estimation of the hedge ratio and its risk.
为了降低套期保值交易的基点差风险，本文提出了利用多种股票指数期货对股票组合进行复合套期保值的策略，并给出了套期保值成本相同和限制套期保值成本两种情况下的套期保值率公式。
To reduce the basis risk, this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted.
使企业能够根据贡献率的大小应用这两种套期保值策略规避生产利润风险，稳定企业的收入。
The producer can apply two strategies according to the contribution rate to avoid the risks of the profit of production, and therefore could steady the profit of production.
从套期保值和结构转移的角度来看，理论上和现实中的收益率和波动率之间的相关关系也不统一。
From the perspective of hedging and structural shift, correlation between the volatility rate and rate of return is not unitary, compared in theory and in practice.
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.
给出了当目标收益率满足一定条件时，空头和多头套期保值的最优套期比公式。
In addition, the optimal hedging ratios for short and long hedging are obtained when the target rates satisfy…
给出了当目标收益率满足一定条件时，空头和多头套期保值的最优套期比公式。
In addition, the optimal hedging ratios for short and long hedging are obtained when the target rates satisfy…
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