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词汇
weighted hedge
释义
weighted hedge
加权避险
指透过加权因素调整部位(*position)的大小,对不同到期日(*maturity date)及不同息票(*coupon)的证券所从事的避险操作。此通常发生於交易员必须用期货部位以避险现货部位时,却找不到相配合的工具。
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