套期保值

By defining ε-hedging strategy, applying duality principle of linear programming and martingale measure theory, we present a kind of calculation method for the seller's arbitrage price and the buyer's arbitrage price of capital asset in finite security market.

在定义ε-套期保值策略的基础上，采用线性规划对偶原理和鞅测度理论，给出了有限证券市场资本资产的卖方套利价格和买方套利价格的计算方法。

The optimal model of hedging based on the partial moments reflects the asymmetric attitudes on the loss and gain of the hedger.The model changes the phenomenon of the present research assumption that attitudes on the loss and gain of the hedger is symmetry.

偏矩套期保值优化模型反映了套保者对赢得和损失的非对称态度，改变了现有研究大多认为套保者对赢得和损失的态度是对称的不合理的现状。

Considering transaction cost, Hedger's attitude to risk, variance of foreign exchange rate , with Von Neumann Morgenstern utility function and Bernoulli principle, this paper analyses optimal hedging of the foreign exchange risk during the import/export with forward/future contracts, and the influence of the above mentioned factors on the optimal hedge rate.

本文在前人研究基础上，考虑交易费用，决策人对风险的态度，汇率相对风险大小等因素，用Von Neumann- Morgenstern效用函数和 Bernoulli决策法则建立了研究利用远期/期货和约做外汇套期保值问题的一般模型，然后具体分析了一种典型情况下的最优套期保值率的性质。

Based on non-identical rationality, these hedging rates are fuzzy sets, and it turns out they are closed fuzzy numbers which is convenient for application.

给出了模糊期权的套期保值技术以及有关套期保值率如德尔塔、珈玛、诺和希塔的计算，给出了相关的计算表达式。

Combined with the financial futures theory , accounting of corporation engaged in IRFs is further discussed .And four kinds of IRFs transaction including speculation , spread , arbitrage and hedge are studied in detail. Accounting of arbitrage and accounting of spread , which are often ignored by most research on the derivative financial instruments accounting , are also studied .

对利率期货投资企业会计，在现有衍生金融工具会计的研究中，大多对套利交易、套购交易会计问题采取存而不论的态度，本文按照交易方式将利率期货交易进一步分为利率期货纯粹投机交易、套利交易、套购交易和套期保值交易四部分进行了尝试性的讨论。

In this way, when the firm's currency view entails a perception of volatility, options generate a better or similar effective hedge rate at lower uncertainty than the unhedged position.

以这样的方法，当企业的外汇汇率观必然伴有对波动性的认知时，期权就行产生比未套期保值状况更好的或类似的有效套期保值率。

Hedging model is not only concerned by the large number of hedgers but also one of the key issues of futures pricing theory.

套期保值模型的研究不仅是众多套期保值厂商关注的重要问题，也是期货价格理论的核心问题之一。

We introduce futures hedging and analyze the investment behavior of hedgers.

我们介绍了套期保值方法，并对套期保值者的投资行为进行分析。

Those pursuing hedging strategies are known as hedgers.

进行套期保值的人称为套期者或对冲者。

Under the precondition of assuming the stock price did not following the famous geometric Brown law, and agents have no exact knowledge of the probability distribution for the uncertain economic shock and return rate perturbation, chapter five presents the uncertain dynamic models of portfolio choice and option hedging respectively. In this chapter, we define the H〓 norm of transfer function from disturbance input to control output as financial risk measurement, and investigate the risk-attenuating robust H〓 portfolio investment and option hedging strategies.

第五章在金融证券价格并非服从几何布朗运动，收益率波动和外部噪声扰动的统计特性未知的情况下，分别建立了金融经济领域证券组合投资及期权套期保值问题的动态模型，引入从扰动输入到评价输出传递函数的H〓范数作为金融风险的度量指标，运用鲁棒H〓控制技术，研究了抑制金融风险的动态证券投资和期权套期保值决策问题。

Since historical times,England ,where the early inhabitants were Celts, has been conquered three times .

从有历史以来，英国，在此地早期居住的是凯尔特人，已经被征服了三次。

Bluetooth OBEX File Transfer Enables the sending and receiving of files on your phone via Bluetooth.

蓝牙OBEX文件移动允许经过蓝牙传送和接受文件。。。。