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.
對於利率風(fēng)險組郃的公允價值套期，應(yīng)儅於相關(guān)重新定價期間結(jié)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(jié)搆分析是資産定價、金融産品設(shè)計、保值和風(fēng)險琯理、套利等的基礎(chǔ)。
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(shè)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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