在给定有效价格下套期保值的研究

A study of the hedge under given efficient price

本文在给定套期保值资产的有效价格下 ,得出组合套期保值的最优解及其相应的套期保值风险 ,并说明传统的套期保值率仅是其中的特殊情况。

In this paper, we present an optimal solution to the combination hedge under given efficient price of the assets in the hedge, and therefove get its risk We illuminate that the traditional hedge is only a special case