hedging ratio 中文意思是什麼
hedging ratio
解釋
對沖比率-
Based on the discussion of the hedging strategy, the arbitraging strategy and the speculation strategy, this thesis studies some other important investment strategies, such as portfolio insurance, asset allocation, indexing and spreading strategy. as for the hedging strategy, this thesis mainly discusses its principle, the hedge ratio and the imperfect hedging strategy
本文在論述股指期貨的套期保值、套利和投機三大基本交易策略的基礎上，探討了股指期貨的其他一些重要的投資策略，如投資組合保險、資產配置、構造指數化投資組合以及圖利策略等。 -
The multi - aptitude body uncertain composed methods are used to deal with the historical data and forecast ways in which the minimum variance hedge ratio is calculated synthetically ， in order to foster calculational reliability of the minimum variance hedge ratio in hedging of stock index futures the mathematical hedging model which is consists of
本文利用多智能體系統不確定性結論合成方法（ mabm ） ，將股票指數期貨套期保值最小風險保值比率計算的歷史數據分析法和預測法進行了綜合處理，進而提高股指期貨最小風險保值比率的可靠性。基於資本資產的定價模型建立由 -
It is hedging transaction that realizes the risk transferring function because the economic logics lies in that futures price is the expectation of the spot price. with the portfolio theory of hedging, the definition of optimal hedge ratio, the standard model of optimal hedge ratio and the effect of hedging are discussed thoroughly
套期保值的經濟邏輯在於期貨價格是對現貨價格的未來預期，本文運用資產組合套期保值理論，對最佳套期保值率概念、最優套期保值率的標準模型、套期保值效果進行了分析。 -
Perhaps the single operational tool is not able to reflect on the overall money supply endogey, but after different tools " hedging ", the basic money supply is bound to show it ; monetary multiplier changes with cycle changes ; it is prepared by the statutory rate, the excessing ready rates, currency rates, periodic joint decision with demand deposits ratio, which commercial - banks ready rate is the most important factor affecting monetary multiplier change
或許單個操作工具不足以反映基礎貨幣供給整體的內生性，但不同工具之間「對沖」后，基礎貨幣供給的結果必然表現出內生性;貨幣乘數是順周期變化的;它由法定準備率、超額準備率、通貨比率、定期與活期存款比率共同決定，其中商業銀行的超額準備率是影響貨幣乘數變化最主要的因素。
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