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hedging strategies
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  最优套期保值策略
     We derive and compare optimal hedging strategies for international and domestic investors.
     对于国内和国外两种类型的投资者,我们比较了他们的最优套期保值策略
短句来源
     In a(B-S)-complete market,if the contingentclaims f=f(S_N),this paper gives the formula of computing a fair price and hedging strategies by using martingale and probability knowledge. Then analyzes a battery data of a stock's history price,constitutes a corresponding model,finally we obtain its fair price and hedging strategies.
     在(B-S)市场的二项模型中,由鞅论和概率论相关知识给出当未定权益f=f(SN)时公平定价和套期保值策略的公式,并对一组股票价格的历史数据进行分析,建立相应的模型,得到该期权的公平定价及其最优套期保值策略.
短句来源
  套期保值战略
     This paper introduces the developmentment of hedging theory, puts the theory into the assessment model of marked index of stock index futures and gives the best hedging amount and the statistical indexes of hedging efficiency and hedging costs under different hedging strategies. On this basis, the marked index of stock index futures is assessed.
     介绍了套期保值理论的发展概况 ,将套期保值理论应用于股指期货标的指数的评价模型中 ,导出了不同套期保值战略情况下的最佳套期保值数量及套期保值效率、套期保值成本的统计指标 ,据此对股指期货标的物进行评价 .
短句来源
  套期保值策略的
     We make an empirical analysis on MSCI Taiwan index futures traded on the SGX , derive and compare optimal hedging strategies for both types of investors, and assess in-sample and out-of-sample hedging effectiveness of various hedging techniques, including a GARCH error-correction model, the ordinary least squares(OLS) hedge and a naive hedge.
     本文对新加坡交易所交易的MSCI(摩根斯坦利资本国际)台湾股票指数期货进行了实证分析,采用了多种套期保值方法:包括GARCH误差修正模型、普通最小二乘法(OLS)及“天真”套期保值方法,评估了样本内及样本外套期保值的有效性,同时对各种套期保值策略的绩效进行了衡量和比较。
短句来源
     It argues that, under the current domestic condtions, Chi-na’ s export firms benefits themselves in cross-currency futures market, because cross-hedging erilarages the opportunity set of hedging strategies.
     在我国现阶段的国情下,出口企业利用交叉货币期货市场进行套期保值是有益的,因其扩大了套期保值策略的机会集。
短句来源
     Depicting the dynamic features of the minimum risk hedge ratios with diagonal BEKK models which capture the interaction of spot and futures currency markets concludes that hedging does alleviate exchange rate risk,although different hedging strategies rank in hedging effectiveness according to their respective duration.
     采用对角BEKK模型来捕捉货币现货与期货市场的交互影响,从而刻画风险最小化套期比率的动态特征,结果表明,套期保值能减少汇率风险,但具体的套期保值策略的效率高低排序与避险频率相关。
短句来源
     In a(B-S)-complete market,if the contingentclaims f=f(S_N),this paper gives the formula of computing a fair price and hedging strategies by using martingale and probability knowledge. Then analyzes a battery data of a stock's history price,constitutes a corresponding model,finally we obtain its fair price and hedging strategies.
     在(B-S)市场的二项模型中,由鞅论和概率论相关知识给出当未定权益f=f(SN)时公平定价和套期保值策略的公式,并对一组股票价格的历史数据进行分析,建立相应的模型,得到该期权的公平定价及其最优套期保值策略.
短句来源
     (6) With practical examples contrast analysis, this paper validate the VaR optimalhedge ratio and multi-period dynamic optimal hedging strategies from the viewpoint of futures amount, margin and returnMoss. It is proved that VaR optimal hedge ratio and multi-period dynamic optimal hedging strategies are more accurate than the existing methods, such as MV hedge ratio and traditional hedge ratio.
     六是借助实例对比分析,从套期保值所需期货数量、保证金、最终盈亏等角度验证了VaR最优套期比和基于动态规划的多期套期保值策略的有效性,从不同的角度证明了VaR套期比和基于动态规划的期货多期套期保值模型比传统套期保值和最小方差套期保值等方法更能作出准确的决策。
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  “hedging strategies”译为未确定词的双语例句
     Leland (1985) considered Option hedging strategies in the presence of transactions costs and developed a modified option replicating strategy which depends of the size of transactions costs and frequency of revision.
     Leland(1985)考虑了带交易费用情况下的期权复制,提出了一个修正的依赖于交易费用大小和调整频率的期权复制策略,并且当交易费用变得任意小时该策略趋向于Black-scholes的策略。
短句来源
     A Study on Hedging Strategies of Securitization Derivatives of Life Insurance Company
     寿险公司证券化衍生产品对冲策略研究
短句来源
     In virtue of Galtchouk-Kunita-Watanabe Decomposition Theorem to decomposite the natural value prcess V_t~* to update the risk expression, then we can get the hedging strategies of optimization with minimal risk.
     利用Galtchouk-Kunita-Watanabe分解定理将本性价值过程V_t进行分解。 在前面所定义的风险的表达式的基础之上,采用一定的替换技巧可将风险表达式重新表示,从而找到保险公司所能采取的最优对冲策略。
短句来源
     Whereas two advantages in study rolling hedges, one is that it helps enlarge the hedgers in futures market so as to boom the futures market, the other is that it helps provide rational hedging strategies so as to improve the bargainers’risk managing ability.
     对展期(Rolling)套期保值的研究,一方面有助于扩大期货交易的套期保值者队伍,繁荣期货市场,另一方面又可以为套期保值者提供理性的保值策略,提高交易者的风险管理能力。
短句来源
     Through there's few tools in China's financial market now, dynamic hedging strategies can operate also. That is why I chose dynamic hedging strategy as the title of my master's degree paper.
     虽然目前我国金融市场上各类金融工具还非常稀少,股票指数期货还没有出现,更不要说是期权市场了,但是动态套期保值策略在我国证券市场上仍然可以运作,这也是我选择动态套期保值策略作为硕士论文题目的原因之一。
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  hedging strategies
We further explain why the implications of these findings are important for trading and hedging strategies that are affected by the decay in an option's time premium.
      
This paper empirically compares two multiperiod hedging strategies-a strip hedge and a stack-and-roll hedge-to hedge a forward commitment.
      
In this paper, we analyse the model misspecification risk of Markovian hedging strategies for discount bond options.
      
Model misspecification analysis for bond options and Markovian hedging strategies
      
We attribute these differences to the underlying valuation approaches for oil futures and empirically compare five model-based hedging strategies.
      
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Adisura atkinsoni Moore is a serious pest of Dolichos Iablab.The larvae feedflowers and pods.It has 1~2 generations each year in Nanchang,Jiangxip rov-ince.A few individuals of the population are parti-voltine,i.e.requiring morethan one year to complete one generation.The moths enter winter diapause andsummer diapause as pupae.The adults emerge and lay eggs one after anotherwhen the hyacinth bean begins flowering in late summer or early August.Therampant harms of the larvae mainly occur in September.Short-day...

Adisura atkinsoni Moore is a serious pest of Dolichos Iablab.The larvae feedflowers and pods.It has 1~2 generations each year in Nanchang,Jiangxip rov-ince.A few individuals of the population are parti-voltine,i.e.requiring morethan one year to complete one generation.The moths enter winter diapause andsummer diapause as pupae.The adults emerge and lay eggs one after anotherwhen the hyacinth bean begins flowering in late summer or early August.Therampant harms of the larvae mainly occur in September.Short-day photoperiodsare the primary stimuli for winter diapause induction.The critical photoperiodis 13 hr 42 min at 25.6~26℃.The first instar is the sensitive phase for dia-pause induction.The summer diapause which follows winter diapause is aspecial adaptation of phenology.Finally,both the“bet-hedgingstrategies ofphenology in its life history and the adaptive significance of winter diapauseare discussed.

曙夜蛾是扁豆上重要的蛀食花、荚的害虫.在南昌1年1~2代,少数个体2年1代。以老熟幼虫在地下作土室化蛹越冬和越夏,第二年7月底或8月初扁豆始花时,成虫陆续羽化出来繁殖.9月份为幼虫为害猖獗期.短日照是诱导冬季滞育的主要因素,在日平均气温25.6~26℃时,临界光周期为13小时40分,第一龄幼虫为感应光周期的敏感虫龄.紧接着冬季滞育的夏季滞育则是一种物候学的特别适应.本文最后讨论了该虫生活史上“分散适应”的物候学对策及越冬滞育特性的适应意义。

In this paper,at first the concept of futures hedging strategy is explained, then a multi -period multi -objective model is presented. The results indicate that the model is effictive.

本文首先介绍了期货市场中套期保值的概念,然后提出了一个多期多目标规划模型来解决套期保值问题.实例计算表明,该模型是可行而有效的.

Hedging by means of transactions in futures contracts was regarded as a practice intended to avoid, reduce of eliminate pricerisk, interest rate risk, foreign exchange risk,etc.Compared with the traditional hedging approaches, the hedge ratio with minimum risk considered the return aspect and enable the hedgers to hedge in an optimal manner.The principal of this hedging strategy was analyzed and an expost empirical analysis was provided too.

利用期货市场套期保值,可使企业避免或减少价格、汇率、利率变化的风险。与传统的套期方法相比,最小风险套期保值比率方法不仅考虑了报酬,而且考虑了风险和报酬的关系。使保值者以最优方式保值。本文分析了这一方法的原理,并进行了实证分析。表明此方法确实可获得更好的效果

 
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