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.
冯•诺依曼效用的理论意义在于给古典的基数效用论注入了新的生机,其存在的问题是效用指数的客观性受到广泛质疑。
Its theoretical significance lies in the fact that it injects new vitality into classical cardinal approach, but there is widespread doubt about the objectivity of its utility index.
本论文将提出一个由二项及指数分配所混合而成的稀释效用模型。
This thesis will propose a dilution effect model which is a mixture of binomial and exponential distribution.
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