图 书 馆
第21讲-动态套期保值与平均寿命Lecture 21 - Dynamic Hedging and Average Life |
|
| 课程网址: | http://videolectures.net/yalemecon251f09_geanakoplos_lec21/ |
| 主讲教师: | John Geanakoplos |
| 开课单位: | 耶鲁大学 |
| 开课时间: | 2012-03-17 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This lecture reviews the intuition from the previous class, where the idea of dynamic hedging was introduced. We learn why the crucial idea of dynamic hedging is marking to market: even when there are millions of possible scenarios that could come to pass over time, by hedging a little bit each step of the way, the number of possibilities becomes much more manageable. We conclude the discussion of hedging by introducing a measure for the average life of a bond, and show how traders use this to figure out the appropriate hedge against interest rate movements. |
| 关 键 词: | 衡量投资; 金融理论; 衡量标准 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2023-10-25：liyq |
| 最后编审: | 2023-10-25：liyq |
| 阅读次数: | 16 |