Basis: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson m (Add headers.) |
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1. | 1. ''Maths.'' | ||
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. | 2. ''Risk.'' | ||
Basis risk. | Basis risk. | ||
3. | 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 the price of the asset underlying the futures contract and the price of the futures contract. | ||
Revision as of 12:13, 25 March 2021
1. Maths.
The method or convention under which a value or price has been calculated.
Sometimes known as the base.
2. Risk.
Basis risk.
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.
