hedging interest rate risk
常见例句
- For a fair value hedging of interest rate risk portfolio, the amortization shall be finished prior to the date of end of the relevant re-pricing period.
对于利率风险组合的公允价值套期,应当于相关重新定价期间结束日前摊销完毕。 - Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
利率期限结构分析是资产定价、金融产品设计、保值和风险管理、套利等的基础。 - The paper discusses the issue of choosing between currency forward and currency futures contracts during hedging against currency risk within a stochastic interest rate environment.
本文借助一个传统的无摩擦的国际金融市场模型,讨论了三种假设前提下贴现债券价格的变化率。 - It utilizes a proprietary hedging program with puts and calls, seeking to reduce risk and avoid sector, interest-rate and market-timing risks.
FORBES: How Stable Is Your Core? 返回 hedging interest rate risk