Optimal dynamichedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared.
构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。
2
The fourth chapter takes an empirical study based upon DC-MSV dynamichedging model, and conducts the contrast research with three commonly used models.
第四章是对基于DC - MSV的动态套期保值模型进行实证,并与三种常用模型进行对比研究。
3
And the final result indicates the hedging effectiveness of dynamic stock index futures hedging strategy is better than minimum-variance hedging strategy.