现价建立在与特定的期货合约的基差基础上的远期合同。
A forward contract in which the cash price is based on the basis relating to a specified futures contract.
三是利用多种期货合约对一种现货进行套期保值分散了基差风险。
Thirdly, we use multiple futures to hedge single cash to disperse the basis risk.
实证结果表明：本模型可以有效分散基差风险，提高套期保值收益。
The empirical test shows that this paper's model can effectively disperse the basis risk and increase the hedge return.
期货市场和现货市场之间的基差交易是一种十分重要的套期保值方式。
Dealing with future basis between future market and spot market is an important method to hedge price risk.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
所买卖的期货合约价值与要进行套保的现货商品价值之间比值，用来计算最小化基差风险。
Ratio of the value of futures contracts purchased or sold to the value of the cash commodity being hedged, a computation necessary to minimize basis risk.
流动性基差是指由于缺乏流动性而产生利率差价，即债券的内含收益率与短期市场利率的差价。
Liquidity spread is the difference between the locked-in yields of bonds and short-term interest rates.
其基本思想是将现货市场价格的波动性转化为基差波动性风险，这也是套期保值者进行套期保值操作的理论依据。
The basic idea is changing the spot market into the risk of basis risk. It is also theory gist of hedging operation.
阐述了指数期货中均值回复现象产生的原因，并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change.
在利用股指期货对股票组合进行套期保值时，可能面临各种风险，其中，基差风险是套期保值者面临的最主要风险。
Many kinds of risks may be faced with when investors use stock index futures to hedge the stock portfolio.
然而，近年来屡屡出现的套期保值高额亏损事件，表明国内企业对于基差的风险认识不足，在基差风险评估与管理制度方面存在缺陷。
However, more and more domestic companies make a loss though hedging because of less in knowledge of hedge risk and the limitation in hedge risk valuation and management.
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.
采用双参数地基模型来改进温克尔地基模型，并用有限差分的方法求解任意荷载下条基的微分方程，得到便于工程计算的线性方程组。
Take double parameters foundation model to improve Winkler model, and use finite difference method to resolve linear basis under columns and get linear equations which could be easily used in works.
利用红外、X射线衍射、差热和电子显微镜等手段研究了复合锂钙基脂的结构。
The structure of Li Ca complex grease was studied through IR spectroscopy, X ray diffraction, DTA and electron microscope.
采用有限差分方法，完成了土基冻结逐渐进行且伴随有湿迁移的路面体温度场的计算和冻结深度的确定。
Using the finite differential method we calculate the temperature field and frozen depth of pavement proper when the road is freezing by degrees with moisture migration.
本文对径向基函数网络提出了一种新的学习算法，利用最小均熵差准则对训练样本进行模式聚类。
This paper presents a new leaning method for radial basis function network, minimum mean entropy difference criterion algorithm is used to get pattern cluster of training sets.
疏松砂岩气藏由于埋藏较浅、岩石胶结性差，并且粘土和杂基含量高，使得这类气藏在开采过程中容易出砂。
Unconsolidated sand reservoir always be buried not deep, because of it's low cementation and high content of clay and sundry, the unconsolidated rock is easy to sanding during exploitation.
通过对防火涂料贮存后耐水性差、贮存返粗、增稠、原因研究，发现涂料基料和阻燃剂是产生涂料贮存不稳定的主要原因。
The effects of the emulsion and intumescent systems on the storage stability and water-resistant performance of the fireproof coatings were discussed in the study.
欧巴代II（85系列）无色显示包衣增重标准差低于相同工艺条件下的标准无色羟丙甲纤维素基薄膜包衣。
In this study, Opadry II (85 series) Clear was shown to have lower coating weight gain standard deviations than a standard clear hypromellose based film coating.
利用基扩展模型，针对平坦快衰落信道提出了差分空时调制方法。
Relying on basis expansion model, this paper presents a differential space-time modulation method for flat rapidly fading channels.
差分gps水下立体定位系统包括GPS差分基准站、GPS浮标、水下收发机、船基控制中心四部分。
Underwater GPS positioning system includes four parts which are GPS differential reference station, GPS buoy subsystem, underwater pinger, ship-based data processing and control center.
用差示扫描量热计（DSC）研究了单基、双基和三基药热分解性能。
The thermal decomposition of single, double-and triple-base nitroguanidine propellants was studied by differential scanning calorimetry (DSC).
运用灰色理论建立了软基沉降的不等时距预测GM(1, 1)模型，并可用残差的GM(1, 1)模型对其进行修正。
An unequal time interval forecasting model of GM (1, 1) is established according to the grey theory in the present paper, which can be modified using the residual error GM (1, 1) model.
本文报道了利用差示扫描量热仪（DSC）跟踪4，4’-二氨基二苯甲烷四缩水甘油基环氧树脂（TGDDM）与4，4’-二氨基二苯甲烷（DDM）固化体系的固化反应研究的结果。
Studies on the cure reaction of tetraglycidyl 4 , 4'-diaminodiphenyl methane (TGDDM) epoxy with 4, 4'-diaminodiphenyl methane (DDM) has been made by using differential scanning calorimetry (DSC).
目前，纯锡镀层的焊接可靠性差，锡基二元合金镀层有脆性大、润湿性差等方面的问题，贵金属镀层成本高。
At present, pure tin deposit has a bad solder reliability, tin-based binary alloy deposits have big brittleness or bad wettability, and noble metal deposits have high price.
铸造工业用天然钙基膨润土，不仅使用效果差，而且只能使用一次，且不能复用，生产成本高。
The natural ca bentonite is used in foundry industry with bad result, can't be reused and its production cost is high.
peek树脂基复合材料具有突出的韧性和高损伤容限，但因成型工艺条件较为苛刻，且铺覆性能差，影响了曲面成型能力。
PEEK matrix composites exhibit great toughness and damage resistance. But the severe processing conditions and poor drapability result in in-efficiency in curved surface forming.
peek树脂基复合材料具有突出的韧性和高损伤容限，但因成型工艺条件较为苛刻，且铺覆性能差，影响了曲面成型能力。
PEEK matrix composites exhibit great toughness and damage resistance. But the severe processing conditions and poor drapability result in in-efficiency in curved surface forming.
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