hedging interest rate risk
常見例句
- 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.
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定價、金融產品設計、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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