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Hedge (finance)
From Wikipedia, the free encyclopedia Jump to: navigation, searchIn finance, a hedge is a position established in one market in an attempt to offset exposure to price fluctuations in some opposite position in another market with the goal of minimizing one's exposure to unwanted risk. There are many specific financial vehicles to accomplish this, including insurance policies, forward contracts, swaps, options, many types of over-the-counter and derivative products, and perhaps most popularly, futures contracts. Public futures markets were established in the 1800s to allow transparent, standardized, and efficient hedging of agricultural commodity prices;"http://en.wikipedia.org/wiki/Hedge_(finance)" Categories: Derivatives | Financial terminology Hidden categories: Articles lacking sources from November 2009 | All articles lacking sources | Wikipedia articles needing style editing from July 2009 | All articles needing style editing
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