無風險對沖 的英文怎麼說

中文拼音 [wúfēngxiǎnduìchōng]
無風險對沖 英文
delta hedge
  • 無 : 無Ⅰ動詞（沒有） not have; there is not; be without Ⅱ名詞1 （沒有） nothing; nil 2 （姓氏） a surn...
  • 風 : Ⅰ名詞1 （空氣流動） wind 2 （風氣; 風俗） practice; atmosphere; custom 3 （景象） scene; view 4 ...
  • 險 : Ⅰ名詞1 （險惡不容易通過的地方） a place difficult of access; narrow pass; defile 2 （危險） dange...
  • 對 : Ⅰ動詞1 （回答） answer; reply 2 （對待; 對付） treat; cope with; counter 3 （朝; 向; 面對） be tr...
  • 風險 : risk; hazard; danger
  1. In this article, firstly the background of the textile trade conflicts within sino - us or sino - euro are introduced, thus learn that how to discern and dodge the foreign trade risks, how to choose the appropriate investment projects have already become one of the most important questions for exporting companies on foreign trade affairs well - known as high investment and high risk. so the main text makes a risk analysis qualitatively and quantitatively on a textile - exporting trading company from three angles of statistic 、 game theory and portfolio theory, which is the main content that we studied. firstly, the statistic article adopts data of the transaction closing price of the textile clothing index in shenzhen stock exchange at the end of each quarter as well as several other kinds of data reflecting the macro - economic changes, performs an empirical analysis of these data according to the theory of co - integration test 、 granger cause test and impulse response function of time series in economitric, and learn that the impact to ti is more obvious by the economic index reflecting local commodity price level and economic prosperity degree home and abroad, as well as the impact degree and the time lag degree, and knows the macro - economic risks faced by textile business enterprises ; after that by the game theory angle we analyze exactly the managing risks faced by one textile export corporation named beauty. from the game expansion chart the system arrangement between censor ways by exportation goal countries and exporting strategies by the exporting enterprises has been analyzed. involving the benefit assignment between them both the limited rounds and infinite rounds negotiations of cooperation games have been studied, and then country responsibility and the enterprise managing risks on foreign trade affairs and so on have been analyzed exactly ; in order to realize the investment multiplication in the certain degree to disperse the risk, the

    本文首先介紹了中美、中歐紡織品貿易爭端的來龍去脈，由此可知在涉外貿易這種以高投入、高風險著稱的行業里，如何甄別和規避外貿風險、如何選擇合適的投資項目已經成為外貿企業的首要問題。因此，正文分別從統計學、博弈論和投資組合三種角度對涉外紡織品貿易公司風險進行了定性和定量的分析，這也是本文的主要研究內容。首先，統計學篇選取了深圳證券交易所行業分類指數?紡織服裝指數（ ti ）每一季度末的交易收盤價和若干種反映宏觀經濟變化的指標，利用計量經濟學中時間序列的協整檢驗、 granger因果檢驗和脈沖反應函數等理論做實證分析，從而得知反映國內物價水平和國內外經濟景氣程度的經濟指標對紡織板塊上市值的沖擊比較明顯，且可知沖擊程度和時滯度，進而分析出涉外紡織企業所面臨的宏觀經濟風險;接著，從博弈論的角度具體分析一家紡織品出口公司（ beauty ）的外貿活動所面臨的各種經營風險，該篇從博弈擴展圖入手，分析了出口目的國審查方式與本企業出口策略之間的制度安排;並圍繞雙方的利益分配，研究了有限回合和無限回合合作談判博弈，然後具體論述了國家責任和企業涉外經營風險等問題;在一定程度上為了實現投資多元化來分散風險的目的，投資組合篇從經典的markowitz模型著手，在一些特定條件的限制下，給出了一個相應的投資組合模型。
  2. Basing on the principle of arbitrage - free pricing theory, the basic tools of replicated pricing and dynamic programming approach, and under the guide of projection theory of hilbert space, this paper focus on the issues of pricing and hedging of real option in incomplete markets

    全文以無套利定價理論為線索；以復制定價、動態規劃為基本工具；以hilbert空間投影理論為指導，重點研究非完全市場條件下實物期權的定價與風險對沖問題。
  3. For entities outside the mainland, as there is no proper means for buying or selling renminbi for forward settlement, the ndf is a convenient way of hedging or betting against a possible change in the renminbi exchange rate

    由於境外人士或機構並無適當途徑買賣遠期結算的人民幣，不交收遠期外匯便成為他們對沖人民幣匯率風險或進行投機活動的工具。
  4. Due to globalization and technological advancements, new kinds of risks evolve all the time. these are either difficult or impossible to insure by traditional ( re ) insurance means. what ' s more, the natural catastrophes have kept on striking the world one after another, which incurred enormous amount of losses that far exceeded the capacity of many ( re ) insurance companies. thus, as the result of a chain effect, large number of players went to bankruptcy. hard conditions now prevail in ( re ) insurance markets, which in turn leads to the shortages of market capacity and hence the increased premiums and tightened terms

    面對巨災以及重大損失的沖擊，傳統的分散風險的方法是通過保險或再保險來轉移風險，減少損失的程度。由於巨災的不確定性及不可預測性，近年來，國際再保險市場獲利不佳，導致再保險費用不斷上漲，進而使保險公司面臨成本大幅上升、甚至無法購買足額再保險的困境。因此，保險公司高層管理人員和風險管理者紛紛尋求其他管理損失風險的方式用以避免或減少巨災或重大損失造成的沖擊。
  5. The third chapter is about the demonstration of the liquidity risk of open funds. this chapter uses the var model and l - var model to measure the liquidity risks of several open funds of our country and then compares the liquidity risk of those open funds

    在我國，證券市場的系統風險較大而又無相應的對沖工具，投資者長期投資的理念還沒樹立，高流動性資金來源與低流動性資產相匹配而引發的資產負債結構不對稱是中國開放式基金普遍存在的問題。
  6. We continue to have mixed feelings about the hedge funds. on the one hand, the continued lack of transparency and the lack of a consensus among regulators on hedge fund disclosure means that there is no reliable system for monitoring or detecting any build - up of destabilising market concentration, or for assessing and managing systemic risks

    一方面，對沖基金一直欠缺透明度同時監管機構之間對對沖基金披露資料的要求仍未有共識，因此我們無法定出一套有效的制度，能夠在發現有任何會影響市場穩定的倉盤累積時進行監察，或評估及管理所引起的系統性風險。
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