This thesis attempts to make a study of hedging strategy in advertising English.
本文尝试结合广告英语对模糊策略进行研究。
But studies of hedges in specific genres are relatively few and the research of hedging strategy is fewer.
但是对于特殊文体的模糊限制语的研究相对较少，而对于模糊限制策略的研究则更少。
As for the hedging strategy, this thesis mainly discusses its principle, the hedge ratio and the imperfect hedging strategy.
对于套期保值策略，本文主要讨论了套期保值的基本原理、套期保值比率的确定以及不完全的套期保值策略。
And the final result indicates the hedging effectiveness of dynamic stock index futures hedging strategy is better than minimum-variance hedging strategy.
研究结论是，在效用最大化对冲目标的基础上，股指期货动态对冲策略的有效性优于最小方差对冲策略。
Interest rate CollarAn option hedging strategy involving the purchase of a cap and the sale of a floor to confine interest rate movements to a range.
利率上下限涉及购买上限和出售下限来限制利率在一定范围浮动的选择权保护策略。
Interest rate Collar an option hedging strategy involving the purchase of a cap and the sale of a floor to confine interest rate movements to a range.
利率上下限涉及购买上限和出售下限来限制利率在一定范围浮动的选择权保护策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
In the dissertation the hedging theory is analyzed, the common duration-based hedging strategy is commented on and thus the conception of convexity bias is introduced.
论文对套期保值的理论进行分析，对常用的基于久期的套期保值策略进行评述，从而引出凸度偏移的概念。
In the dissertation the hedging theory is analyzed, the common duration-based hedging strategy is commented on and thus the conception of convexity bias is introduced.
论文对套期保值的理论进行分析，对常用的基于久期的套期保值策略进行评述，从而引出凸度偏移的概念。
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