Basis: Difference between revisions
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1. '' | 1. ''Market conventions.'' | ||
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. | ||
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2. ''Risk.'' | 2. ''Risk identification.'' | ||
Abbreviation for basis risk. | |||
3. ''Futures markets.'' | 3. ''Futures markets.'' | ||
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 (1) the price of the asset underlying the futures contract and (2) the price of the futures contract. | ||
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* [[Basis risk]] | * [[Basis risk]] | ||
* [[Futures]] | * [[Futures]] | ||
* [[Underlying asset]] | |||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
Revision as of 20:54, 26 March 2021
1. Market conventions.
The method or convention under which a value or price has been calculated.
Sometimes known as the base.
2. Risk identification.
Abbreviation for basis risk.
3. Futures markets.
In futures markets, the price differential between (1) the price of the asset underlying the futures contract and (2) the price of the futures contract.
