| 1. | They intent to manage the resulting risk by dynamic hedging using more standard options 该交易部门打算用普通期权和约动态对冲来处理此新产品的风险。 |
| 2. | In the second chapt , it explores all kinds of dynamic hedging strategies by the numbers , and gives the simulation test of all strategies 在本文的第一章引言中,主要对文章的结构和国内外的研究动态做一简单的介绍。 |
| 3. | Optimal dynamic hedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared 摘要构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。 |
| 4. | As the standard process of funds management in the world , dynamic hedging strategy has become a hotspot in international financial research 作为国际基金管理者进行资产管理的标准程序,动态套期保值策略已成为国际金融前沿研究的一个热点。 |
| 5. | However , dynamic hedging can also exacerbate a crisis , as demonstrated in case of erm 1992 and mexico 1995 . hence , managing derivative market risks is essential 但从一九九二年欧洲汇率机制与一九九五年墨西哥的事例中,可见动态对冲dynamic hedging也可令危机加剧,因此管理好衍生工具市场的风险极为重要。 |
| 6. | In the third chapt , it talks about the feasibility of dynamic hedging strategies in current china ' s securities market . also , it operates a dummy fund using dynamic hedging strategies for instance , and compares the hedging effect with each other 在第三章,主要讨论了在当前我国证券市场的条件下,运用动态套期保值策略的可行性,并对一个虚拟的资产组合进行动态套期保值,比较了各种动态套期保值策略的操作结果。 |
| 7. | 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 . the first chapt introduces the paper ' s structure and the development of the dynamic hedging strategy research 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。 |