In this paper,we consider the problem of hedging Game Contingent Claims(GCC) with constrainged portfolios under proportional transaction costs in the continuous-time market.
本文主要对连续市场模型中具交易费用和限制投资组合的博弈未定权益的保值问题进行了研究,给出了买卖双方的保值价格和一个无套利区间。
The aim of this paper is to address contingent claim hedging and pricing in an incomplete market using an indifference argument.
应用无差异方法研究不完全市场中或有权益的保值和定价问题,并证明了或有权益的价格不仅依赖于或有权益的不可复制部分,而且受利率风险的影响。
The strategy for compound hedging with the indexes futures;
运用股指期货对证券的复合套期保值战略
Modeling for the principle of hedging in stock index futures market and its application;
股票指数期货套期保值原理建模及其应用
Risk Control of Foreign Exchange Debt in an Enterprise——Application of Hedging;
企业外汇债务的风险管理——套期保值的运用
The descreption is given in regard of itsartistry,valuableness and practicality.
红木家具继承和发扬了明清古典家具的风格,介绍红木家具的艺术性、保值性和实用性。
Research on the ETF hedge on the stock index futures;
股指期货在ETF投资管理中的套期保值研究
An analysis of the best hedge ratio with the futures;
期货套期保值的最优套头比分析
Discussion about forward contract of accounting computation ——about forward contract hedge;
期汇合约会计计量问题的探讨——对用于套期保值目的的期汇合约的计量
