| 现金市场中的套期保值策略 |
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| 引用本文： | 邓华,陈国华,李炳君.现金市场中的套期保值策略[J].高师理科学刊,2009,29(1). |
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| 作者姓名： | 邓华 陈国华 李炳君 |
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| 作者单位： | 湖南人文科技学院,数学系,湖南,娄底,417000 |
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| 基金项目： | 湖南省社会科学基金，湖南人文科技学院青年基金 |
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| 摘 要： | 期权理论已经渗透到各个经济领域,成为社会不可或缺的工具.考虑在二项(B-S)市场中,进一步地探讨了该定价法在现金市场中的应用,将有效时间段分成若干个足够小的时间单位,利用离散的二项式期权定价理论,建立现金市场中的套期保值策略,以求将现金兑换过程中的风险降到最低.
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| 关 键 词： | 未定权益 现金市场 套期保值 |
The hedging problem of cash market |
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| DENG Hua,CHEN Guo-hua,LI Bing-jun.The hedging problem of cash market[J].Journal of Science of Teachers＇College and University,2009,29(1). |
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| Authors: | DENG Hua CHEN Guo-hua LI Bing-jun |
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| Institution: | Department of Mathematics;Hunan Institute of Humanities Science and Technology;Loudi 417000;China |
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| Abstract: | Option theory has penetrated into every economical field.It has become the indispensable tool of the society.In a cash market,if it is also a(B-S)-complete market,a period of time can be divided into several small time unit.Established a hedging strategy by using the method of option pricing about discrete binomial model.It can reduce the risk in the process of converting foreign currency. |
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| Keywords: | contingent-claims cash market hedging problem |
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