动态避险模型之建立—以远期外汇与一篮子货币避险策略为例 th.pdfVIP

Management Science and Engineering 管理科学与工程, 2012, 1, 9-18 /10.12677/mse.2012.12002 Published Online June 2012 (/journal/mse) The Dynamic Hedging Model ——A Combination of Delivery Forward and Currency Basket Hedge 1 2 Shang-Wu Yu , Hung-Wei Huang 1Department of Applied Finance, Yuanpei University, HsinChu 2Graduate School of Information Management, Taiwan University of Science