Future hedge : Static case
碩士 === 國立交通大學 === 應用數學系所 === 93 === This paper presents a review of different theoretical approaches to the optimal futures hedge ratios. Under current futures prices are unbiased, different hedge ratios are the same as the minimum variance hedge ratio. We introduce the class of hyperbolic distribu...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/99250382599900284312 |