摘要
在比较传统套期保值理论与数学模型确定的最优套期保值比率的基础上,以山西焦炭类企业为例,指导企业如何运用焦炭期货确定其保值头寸,为企业提供一种简单、实用的风险管理思路。
Based on the optimal hedge ratio determined with the comparison traditional hedging theory and the mathematical model, taking a Shanxi coke enterprise as a case, with a guide to the enterprise how to apply the coke futures to determine the hedging position, a simple and practical risk management idea was provided to the enterprises.
出处
《煤炭经济研究》
2013年第11期55-58,共4页
Coal Economic Research
