The hedging models of futures transaction
碩士 === 國立交通大學 === 管理科學研究所 === 84 === The estimation of hedging ratios is an important issue in futures hedge.At the consideration of risk minimization,we hope the hedge ratio we get could reduce the spot position risk largely.In this article,two hedging m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47392295829646202419 |