跳躍風險與未定權益的最優套期保值策略研究

ebook

By 郭建華著

cover image of 跳躍風險與未定權益的最優套期保值策略研究

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本書用跳擴散模型刻畫風險資產的價格變化過程,以風險度量標準為主線,在注重理論探討的同時,傾向於與實踐操作相結合,旨在透過對歐式期權的動態套期保值問題研究,為不同投資主體根據市場實際情況選擇符合自身需求的套期保值策略提供具體的參考方案。

跳躍風險與未定權益的最優套期保值策略研究