cross hedging

基本解释

How to settle an example of the model is demonstrated and an optimal portfolio of cross hedging is achieved.
运用旋转算法对一个具体的算例进行计算，求出了相应的最优套期保值组合；
A common mathematic cross hedging model is established. The emphasis and steps are explained about how to solve the model by the pivoting algorithm.
建立了复合套期保值的一般数学模型，并探讨了用旋转算法求解该模型的要点以及计算步骤；
Especially, on the expectation of China first index futures, this paper systematically compared Hushen 300 index futures's different cross-hedging performances on ETFs.
特别是在我国股指期货推出之前，对运用仿真沪深300股指期货合约与不同ETF产品的交叉套期保值效果进行了较为全面和系统的分析比较。