摘要
讨论了为规避由于资产价格波动将来可能面临的风险、选择期货和期货组合进行套期保值的问题.通过建立相应的数学模型,给出了最优解,得到了极具实际操作意义的结果.
This paper studies a hedging problem of futures and futures portfolio to evade the risk from the votality in future. By establishing corresponded math models, we derives the optional solution and results of operational meaning for China to develop futures business.
出处
《数学的实践与认识》
CSCD
北大核心
2007年第21期1-4,共4页
Mathematics in Practice and Theory
关键词
期货
套期保值
组合
最优解
futures
hedging
portfolio
optimal solution
