Trade model considering linked prices of coal and electricity is set up and risk management strategy based on straddle options contract is introduced.
该文首先详细论述了期权及其套期保值功能,然后构建了考虑煤电价格联动的交易模型,并在此基础上引入了基于跨式期权组合的风险管理策略。
The intended volume of an options contract order may be executed in part unless the order states that it must be executed immediately in full or else canceled.
选择权契约之买卖申报数量,除声明须立即全部成交否则取消外,得为部分成交。
The intended volume of an options contract order may be executed in part unless the order states that it must be executed immediately in full or else canceled.
选择权契约之买卖申报数量,除声明须立即全部成交否则取消外,得为部分成交。
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