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.
Quantitative Finance · Glosarium
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Primary & Middle School MathematicsKelas 1–9 Online
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University Mathematics — Year 1Sarjana Tahun 1 Online
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University Mathematics — Year 3Sarjana Tahun 3 Online
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University Physics — Year 3Sarjana Tahun 3 Online
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Markets I: The Ecosystem and Exchange-Traded MarketsPasar Online
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Markets II: Rates, FX and CreditPasar Online
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Markets III: Commodities, Energy and CryptoPasar Online
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Quantitative MethodsMetode Online
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Derivatives and VolatilityDerivatif Online
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Rates, Credit, XVA and RiskSuku bunga, kredit & risiko Online
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Research Craft: Predictors, Backtests, Measurement, PortfoliosRiset Online
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Strategies I: Equities and FuturesStrategi Online
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Strategies II: Volatility, Relative Value, Macro and the Bank DesksStrategi Online
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Microstructure and ExecutionEksekusi Online
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Market Making and High-Frequency TradingMarket making Online
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Machine Learning for MarketsMachine learning Online
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Low-Latency SoftwareTeknologi Online
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Networks, Hardware and Trading InfrastructureTeknologi Online
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Research, Data and Risk PlatformsTeknologi Online
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The Desk and the FirmPerusahaan Online
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The Industry: Firms, Roles and CareersKarier Online
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The Interview BookKarier Online
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