期货交易中基差变化对套期保值效果影响的数学推导  

Mathematical Eduction on the Influence of Hedging by the Gap between Futures Prices and Spot Prices

作　　者：林祥友[1] 胡德昆[1] 

机构地区：[1]西昌师范高等专科学校政史系,四川西昌615022

出　　处：《西昌师范高等专科学校学报》2002年第1期28-30,共3页

摘　　要：对于期货交易中基差的变化对套期保值效果的影响,一般的期货交易方面的教材只给出了结论,本文力图用严密的数学推导来回答基差的变化是怎样对套期保值效果造成影响的,进而提出利用基差交易与套期保值相结合,取得完美的套期保值效果。In most futures trading textbooks, there only appear conclusions on the gap between futures prices and spot prices influencing hedging. Using mathematical eduction, this paper tries to answer how this hedging is influenced. Furthermore, it suggests how to combine the gap between futures prices and spot prices with hedging in order to gain a perfect hedging.

关 键 词：基差 多头套期保值 空头套期保值 基差交易 

分 类 号：F746.16[经济管理—国际贸易]