hedging interest rate risk

基本解釋

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.
對于利率風險組合的公允價值套期，應當于相關重新定價期間結束日前攤銷完畢。
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.
利率期限結構分析是資產(chǎn)定價、金融產(chǎn)品設計、保值和風險管理、套利等的基礎。
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.
本文借助一個傳統(tǒng)的無摩擦的國際金融市場模型，討論了三種假設前提下貼現(xiàn)債券價格的變化率。

It utilizes a proprietary hedging program with puts and calls, seeking to reduce risk and avoid sector, interest-rate and market-timing risks.
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