We get new hedging ratios, total risk of hedging, short hedging risk and long hedging risk.
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。
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…
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。
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