| 外汇风险与保值的量化分析 |
| |
| 引用本文： | 卢本捷. 外汇风险与保值的量化分析[J]. 广西工学院学报, 1996, 7(3): 91-95 |
| |
| 作者姓名： | 卢本捷 |
| |
| 作者单位： | 华中理工大学经济学院 |
| |
| 摘 要： | 米迦勒．阿德勒。伯纳德．杜马斯和杰克奎斯．Ａ．斯科纳伯在餐汇风险的定义及度量以及如何消除外汇风险做了开创性的一文试图把他们的研究推广到更为一般的情形，考虑到经济数据的序列相关性，建立了更加符合实际，人有可操作性的模型。
|
| 关 键 词： | 外汇风险 套期保值 保值 量化分析 国际金融 |
The Quantitative Analysis of the Foreign Exchange Risk and Hedge |
| |
| Lu Benjie. The Quantitative Analysis of the Foreign Exchange Risk and Hedge[J]. Journal of Guangxi University of Technology, 1996, 7(3): 91-95 |
| |
| Authors: | Lu Benjie |
| |
| Affiliation: | Economic College of Huazhong University of Science and Jechnology |
| |
| Abstract: | Michael Adler,Bernald Dumas and Jacques A.Schnabel have finished the initiate work on the definition and measurement of foreign exchange risk and the method to avoid it.This paper tries to extend their work to a more general sequence. considering the autocorrelation of the economic data,it has established a more rational and pratiral model. |
| |
| Keywords: | Foreign exchange irsk Forwarcl contracts Hedge Autocorrelation |
| 本文献已被 CNKI 维普 等数据库收录！ |
