And it's a method of hedging both sides in the transaction. 它实际上是一种对冲交易的方法。
Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost 有交易费用的未定权益定价及其套期保值策略
For a cash flow hedging of forecast transaction, the forecast transaction shall be likely to occur and shall make the enterprise faced to the risk of changes in cash flow, which will ultimately affect the profits and losses. 对预期交易的现金流量套期,预期交易应当很可能发生,且必须使企业面临最终将影响损益的现金流量变动风险。
Managing exchange rate risks with derivatives is now often labeled hedging, though in a narrower sense hedging only refers to a round-trip of derivative transaction and in a broader sense, the synonym of financial risk management. 利用金融衍生工具管理汇率风险,现在一般就称为套期保值,虽然套期保值在狭义上只指对冲交易,而在广义上是金融风险管理的同义词。
Hedging of Option in Discrete Time under Proportional Transaction Costs 在离散时间和具有成比例交易成本下的期权的对冲
The Minimal Bond Asset of Hedging of Contingent Claims under Transaction Costs 有交易费的套期保值未定权益的最小债券价值量
Compound hedging method considering transaction costs and its application in weapon purchase 考虑交易费用的复合期货套期保值策略及其在武器采购中的应用
Based on the Markowitz capital combination theory, a compound hedging method considering transaction costs was proposed and the corresponding mathematical model was presented. Minimum-variance hedging ratio thus was obtained. 文中基于Markowitz资产组合理论提出了考虑期货交易费用的复合套期保值的最小方差风险策略,建立了该套期保值策略的数学模型,并求得相应的套期保值比。
Market Model and Hedging Contingent Claims under Transaction Costs 带交易费的市场模型和未定权益套期保值
Credit derivatives are also negative benefit assets, so it can completed the credit risk hedging positions by the transaction between sellers and buyers. 信用衍生产品又是一种负利资产,其买卖双方在交易中完成了信用风险头寸的对冲。
This paper does not consider the actual process of hedging transaction fees issue, the time-varying hedging process, the operation will frequently produce a large part of the transaction costs. 本文没有考虑实际套期保值过程的交易手续费问题,在时变的套期保值过程中,频繁的操作会产生一大部分的手续费用。
The principle of hedging risks and transaction methods of such hybrid rights are introduced. The auction model is established and analyzed by primal dual interior point methods. 介绍了这种新型混合输电权的规避风险原理及交易方法,建立了两种输电权混合拍卖的数学模型并利用原对偶内点方法进行了分析和计算。
The paper simulation analysis the transaction costs work on LPM hedging between different transaction costs. 本文对不同的交易费用比率下模拟分析了交易费用对LPM套期保值的影响。
In order for an enterprise to use hedging tools to lock cost or lock sales price, it has to have clear and correct transaction ideas in futures hedging market, witch is the hedging management program. 企业利用套期保值工具进行锁定成本或者锁定销售价格的前提是在期货套期保值市场上有一个正确的交易思路,即套期保值管理方案。