套期保值

基本解释 (translations)

hedge  ·  hedged  ·  hedges

与套期保值相关的网络例句 [注：此内容来源于网络，仅供参考]

Therefore, the profits of the speculators or the form of the transformation of the surplus value must be assigned by the arbitragers. The method of the arbitrager to assign the surplus value is corresponding to the trading methods of the future market.

通过以上对套期保值者让渡剩余价值的方法的详细分析，可以发现判断期货价格涨跌方向的全新的另一种方法，即套期保值者作为一个整体呈现净空头的时候，期货价格必定上涨；套期保值者作为一个整体呈现净多头的时候，期货价格必定下跌。

Meanwhile, the contracts ofderivative market differ from the objects of hedging, which causes great inconvenience to hedger.

同时由于衍生品市场上的上市品种与套期保值企业的套期保值目标对象常常出现资产不匹配的现象，给套期保值企业的套期保值避险目标的实现带来不便。

As a common rule,the classical hedging theories and methods calculate the optimal hedging ratio based on a portfolio including a hedged asset and certain hedging instruments,and don\'t consider risky elements of hedging and hedger\'s realistic requirements during the course of hedging.

传统的套期保值理论与方法一般将需要套期保值的资产和特定套期保值工具作为一个投资组合来计算最优套期保值比率，而且一般不考虑套期保值过程中面临的各种风险因素和套期保值者的实际需求。

At the same time, the optimal hedge ratio is derived and analysised theorictically. This leads to the disadvantage of existing model blindly pursuing risk-minimizing and ignoring the hedger's expected return being settled, and provides a futures hedging strategy for hedger.

并从理论上推导和分析了最优套期保值比率，解决了现有模型的一味追求风险最小化而忽略套期保值者期望收益率和交易成本的不足，为套期保值提供了一种优化策略。

The dissertation in depth analyzes the inner relationship between hedging and risk diversification, finds out that the relevance among prices or returns of different assets is the common basis for hedging and portfolio selection,and presents the notion of hedging portfolio selection referring to portfolio selection theory,which means that hedgers choose optimal hedging portfolio from a set of feasible hedging tools considering risky elements and hedger\'s real requirements during the course of hedging.

本文深入分析了套期保值与风险分散化思想的内在联系，指出资产之间价格的相关性是套期保值问题和资产组合选择问题的共同基础，提出应该在真正的资产组合选择理论意义上研究套期保值问题的研究思路，即在充分考虑套期保值过程中各种风险因素和套期保值者实际要求的基础上从可供选择的套期保值工具集合中选择最优套期保值组合，并称这种研究套期保值的方法为套期保值组合选择。

The fusion between the mutually contradicted forms of to sell and to buy the arbitrage. Their combined proposition, the dual arbitrage is the negation of the negation. Deducted by analogy, when summarizing all the trading forms, we can find that they all conform to the trinity philosophy of Hegel. As Marx said,"In Greek, this is the positive, negative and combined proposition. And to those readers who cannot understand Hegel"s language, we tell them a holly formula: positive, negative and the negation of the negation. All these trading forms follow the principles of the change of quantity and quality, the contradictive unification and the negation of the negation.

我们把套期保值交易看作正题，那么，卖出套期保值是肯定一一买入套期保值是否定，这两个包含在反题中的对抗因素的斗争，形成辩证运动；卖出套期保值和买入套期保值就可以互相转化；这两个彼此矛盾的交易，形成新的合题，就形成一个新的交易形式，即卖出套期保值和买入套期保值这两个彼此矛盾的融合，它们的合题——双向套期保值是否定之否定。

Finally,the study on the core of hedge research-i.e,the optimum hedge strategy can provide theoretic support in improvement of hedge efficiency and its application in investment practice.

最后，套期保值策略的最优化问题，也是套期保值研究中最核心的内容，这一课题的研究可以对提高套期保值效果，为套期保值在投资实务中的应用提供理论上的支撑。

Meanwhile, the index futures hedge theory has also get a further development, which evolves from traditional hedge theory, the selectivity hedge theory and modern hedge theories. After analyzing the merits and shortcomings of the three theories, the paper mainly studies four minimum square hedge theory models, which are The traditional static OLS model, VECM model, one variable GARCH(1, 1) model and one variable GJR-GARCH(1, 1, 1) model. Established on September 8th in 2006, China Financial Futures Exchange initiated a new era of our country finance ramification-- index futures, opening a door for the China futures industry.

而股指期货的套期保值理论也随之得到长足发展，历经传统套期保值理论、选择性套期保值理论和现代套期保值理论，本文在分析三大理论优缺点的同时，着重研究现代套期保值理论即最小方差避险理论的四种模型：传统静态OLS模型、VECM模型、单变量GARCH(1，1)模型、单变量GJR—GARCH(1，1，1)模型。2006年9月8日，中国金融期货交易所的成立，掀开了我国金融衍生品种股指期货的新纪元，迎来了中国期货行业发展的机遇期。

The main work of the paper is shown as follows.1 The optimal model of the single and combinatorial hedging based on the constraints of total loss is established.The paper takes the positive profit skenewss as constraint of serious loss\' probability, which the tail of curved shape on density function of the hedging yield elongates right,and the left tail become short.

论文的主要工作如下：(1)建立了基于整体风险控制的单品种和多品种的套期保值优化模型通过套期保值收益率的偏度大于等于零，使得套期保值收益率密度函数的尾部向右拉长，而左端的尾部较短。

Managing the price risk of cash by using futures contract is a ordinary method in hedging, the determination of optimal hedge ratio is the core of theoretical issues.

用期货合约对冲现货的价格风险是许多企业常用的套期保值方法，其中最优套期保值比率的确定又是套期保值理论的核心问题。

与套期保值相关的网络解释 [注：此内容来源于网络，仅供参考]

hedge：套期保值

中国资金治理网 蒋玲 套期保值(Hedge)是指把期货市场当作转移价格风险的场所,利用期货合约作为将来在现货市场上买卖商品的临时替代物,对其现在买进预备以后售出商品或对将来需要买进商品的价格进行保险的交易活动.

hedge against：套期保值

have one's "two commas" 百万富翁 | hedge against 套期保值 | housing mortgage 住房按揭

hedge against：套期保值 来源:考试大

have one's "two commas" 百万富翁 来源:考试大 | hedge against 套期保值 来源:考试大 | housing mortgage 住房按揭来源:考试大

hedge against：套期保值 WWf中国学习动力网

have one's "two commas" 百万富翁 WWf中国学习动力网 | hedge against 套期保值 WWf中国学习动力网 | housing mortgage 住房按揭 WWf中国学习动力网

hedge against：套期保值 来源:考试学习网

have one's "two commas" 百万富翁 来源:考试学习网 | hedge against 套期保值 来源:考试学习网 | housing mortgage 住房按揭来源:考试学习网

selling hedge：卖出套期保值

23、 convergence 趋同,期货合约和现货合约趋向一致 | 25、 selling hedge 卖出套期保值 | 26、 open contracts 持仓合约

hedger：套期保值者

套期保值者(Hedger)是指那些把期货市场作为价格风险转移的场所,利用期货合约作为将来在现货市场上进行买卖商品的临时替代物,对其现在买进准备以后售出或对将来需要买进商品的价格进行保值的机构和个人.

commercial hedger：兩- 商業套期保值者 台- 商業避險者

commercial gain 港- 商業利益;商業收益 | commercial hedger 兩- 商業套期保值者 台- 商業避險者 | commercial investment 港- 商業投資 台- 商業投資

hedging：套期保值

所谓"套期保值"(Hedging)是指把期货市场当作转移价格风险的场所,利用期货合约作为将来在现货市场上买卖商品的临时替代物,对其现在买进准备以后售出商品或对将来需要买进商品的价格进行保险的交易活动

hedgers：套期保值者

你是否有过要你的股票经纪人在一个特定的价..套期保值者(hedgers) 那些通过放弃部分潜在收益来降低风险的人. 套期保值者是处于减少风险暴露程度的交易部位. 同一个人可能在某些风险暴露面前是一个投机者,而在另一些风险面前是一个套期保值者.