basis risk 基差风险
基本风险
- Thirdly, we use multiple futures to hedge single cash to disperse the basis risk.
三是利用多种期货合约对一种现货进行套期保值分散了基差风险。 - Ratio of the value of futures contracts purchased or sold to the value of the cash commodity being hedged, a computation necessary to minimize basis risk.
所买卖的期货合约价值与要进行套保的现货商品价值之间比值,用来计算最小化基差风险。 - In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
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