第三部分分析了套期保值功能在利率风险管理中的作用。
The third part analyses the effect in the risk management of interest rate by the financial derivatives.
价格风险管理机制是期货交易所提供的第二个经济功能,即我们通常所说的套期保值功能。
The second economic function provided by futures exchanges is price risk management, also known as hedging.
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。
Trade model considering linked prices of coal and electricity is set up and risk management strategy based on straddle options contract is introduced.
期货市场是一种高级的市场形式,它具有价格发现及套期保值的基本功能和其他的衍生功能。
The futures market is an advanced pattern and it has some basic functions such as price discovery and hedge and other derivative functions.
期货市场的基本经济功能之一是风险转移,而要达到这一目的最常用的手段就是套期保值。
One of the basic economical functions of futures market is the risk shift, and to achieve this goal the most commonly used method is hedging.
期货市场的风险转移功能主要通过套期保值策略来实现,期货市场套期保值的关键问题是套期保值比率的确定。
The function of risk transfer in futures markets mainly implements by hedging, so the key issue of futures markets is the determination of hedge ratio.
在简单阐述了期货市场套期保值的功能的基础上,利用效用指数法,得到套期保值的价格临界点,进行套期保值决策。
Based on the analysis of functions of futures market hedging, the critical point of hedging is obtained using the utility index method to make hedging decisions.
股指期货最主要的功能是套期保值、回避系统性风险。
The most central functions of stock index futures are to hedge and to avoid the systematic risk.
由于我国期市尚处于试点阶段,套期保值的功能还很不完善。
Since China's futures market is still in its experimental stage, the function of hedging has not been fully developed.
因此,研究我国有色金属期货市场是否具备价格发现功能,能否使企业进行有效的套期保值和风险规避,无疑具有重要的现实意义。
So it has very important theoretical and practical value in the research of whether the non-ferrous metals futures market has price discovery function to help firms can hedge against risks.
股指期货主要有三个功能:套期保值,投机和套利。
There are mainly three functions of IF: hedging, speculating and arbitraging.
股指期货具有价格发现、套期保值、套利、投机、产品创造等功能。
Stock Index Futures prices have found that hedging, arbitrage and speculation, to create products, and other functions.
中国期货市场主力合约在时间维度上的这种远期性特征与套期保值和定价功能发挥所要求的近期性特征无法一致,这样就严重影响了期货市场这两种功能的发挥和作用。
S sight contracts come into being by hedger's need for sight contracts in real economy. The time feature of dominant contracts on China's futures market cannot match with the sight feature req…
中国期货市场主力合约在时间维度上的这种远期性特征与套期保值和定价功能发挥所要求的近期性特征无法一致,这样就严重影响了期货市场这两种功能的发挥和作用。
S sight contracts come into being by hedger's need for sight contracts in real economy. The time feature of dominant contracts on China's futures market cannot match with the sight feature req…
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