Simulation Test Of The Dynamic Hedging Strategy In China

As the standard process of funds management in the world, dynamic hedging strategy has become a hotspot in international financial research. Through there's few tools in China's financial market now, dynamic hedging strategies can operate also. That is why I chose dynamic hedging strategy as the title of my master's degree paper.The first chapt introduces the paper's structure and the development of the dynamic hedging strategy research. In the second chapt, it explores all kinds of dynamic hedging strategies by the numbers, and gives the simulation test of all strategies. In the third chapt, it talks about the feasibility of dynamic hedging strategies in current China's securities market. Also, it operates a dummy fund using dynamic hedging strategies for instance, and compares the hedging effect with each other.