We get new hedging ratios, total risk of hedging, short hedging risk and longhedging risk.
导出新的套期保值率及其相应的套期保值总风险,空头套期保值风险和多头套期保值风险。
2
In addition, the optimal hedging ratios for short and longhedging are obtained when the target rates satisfy…
给出了当目标收益率满足一定条件时,空头和多头套期保值的最优套期比公式。
3
Data from Hedge Fund Research, a consultancy, show that in the second quarter, a share-hedging strategy involving both long and short sales was the most popular in America and Britain.