hedging interest rate risk

基本解釋

For a fair value hedging of interest rate risk portfolio, the amortization shall be finished prior to the date of end of the relevant re-pricing period.
對(duì)于利率風(fēng)險(xiǎn)組合的公允價(jià)值套期，應(yīng)當(dāng)于相關(guān)重新定價(jià)期間結(jié)束日前攤銷完畢。
Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
利率期限結(jié)構(gòu)分析是資產(chǎn)定價(jià)、金融產(chǎn)品設(shè)計(jì)、保值和風(fēng)險(xiǎn)管理、套利等的基礎(chǔ)。
The paper discusses the issue of choosing between currency forward and currency futures contracts during hedging against currency risk within a stochastic interest rate environment.
本文借助一個(gè)傳統(tǒng)的無(wú)摩擦的國(guó)際金融市場(chǎng)模型，討論了三種假設(shè)前提下貼現(xiàn)債券價(jià)格的變化率。

It utilizes a proprietary hedging program with puts and calls, seeking to reduce risk and avoid sector, interest-rate and market-timing risks.
FORBES: How Stable Is Your Core?