Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Basis?

Definition 21.1 Markets I: The Ecosystem and Exchange-Traded Markets · Capítulo 21 — Basis, Roll and Delivery

The basis of a future is the difference between its price and the spot price of its underlying, here future minus spot. It converges to zero at expiry, because at expiry the future is the underlying.

Leer en el capítulo →