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利用风险价值模型(VaR)对上海期货交易所电解铝期货的风险进行了度量,并进一步分析了期货量的变化对套期保值风险价值产生的影响,从而为投资者进行套期保值头寸的准确调整和科学管理提供依据。
The risk of electrolytic aluminum futures in Shanghai Futures Exchange was measured by using VaR, and the influence of the change of futures volume on the VaR of hedging was further analyzed to make the hedging position accurate for investors Adjust and provide the basis for scientific management.