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| 摘要: |
| 借助保值者头寸的价值变化量,定义展期基差与多阶段展期套期保值基差,并通过展期基差的结构分析,将多阶段展期套期保值基差分解为一系列基本基差的形式,在此基础上讨论了最佳套期保值时机的选择问题. |
| 关键词: 套期保值 展期套期保值 基差 展期基差 展期时机 |
| DOI： |
| 分类号:F830.91 |
| 基金项目: |
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| Research into renewal and hedging strategy |
|
阳晓晖' target='_blank'>YANG Xiao-hui
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| Abstract: |
| This paper uses value change of credit of hedging to define renewal basis and multiple periodic renewal hedging basic difference,uses structural analysis of renewal basis to resolve multiple periodic renewal hedging basic difference into a series of basic |
| Key words: hedging,renewal hedging,basis,renewal basis,renewal opportunity |
