Book 5 Page 199提到了 stack hedge,有没有了解的TX可以谈谈呢？Strip Hedge 我倒是看明白了，但这个反的看不懂。。。。郁闷呀！
"An alternative to a strip hedge is a stack hedge. With a stack hedge, we enter into futures contracts with a single maturity, with the number of contracts selected so that changes in the present value of the future obligations are offset by changes in the value of this “stack” of futures contracts."
[此贴子已经被作者于2011-5-30 17:11:15编辑过] | 
发表于 2011-5-24 13:48
| 