Basis: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson (Layout.) |
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The method or convention under which a value or price has been calculated. | The method or convention under which a value or price has been calculated. | ||
2. | 2. | ||
Basis risk. | Basis risk. | ||
3. | 3. | ||
In futures markets, the price differential between the price of the asset underlying the futures contract and the price of the futures contract. | In futures markets, the price differential between the price of the asset underlying the futures contract and the price of the futures contract. | ||
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* [[Basis risk]] | * [[Basis risk]] | ||
* [[Futures]] | * [[Futures]] | ||
Revision as of 10:34, 11 May 2016
1.
The method or convention under which a value or price has been calculated.
2.
Basis risk.
3.
In futures markets, the price differential between the price of the asset underlying the futures contract and the price of the futures contract.