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单词 gap_hedging
释义
Gap Hedging
An asset-liability corporate hedge based on net assets, or the amount of a company’s shareholders’ equity. Less sophisticated than placing one hedge on the total assets of the company, and another on the total liabilities, gap hedging is the practice of simply hedging the net of the two, or owners’ equity. Assumes the volatility of assets and the volatility of liabilities are equal.
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更新时间:2024/11/15 1:34:53