Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Basis?

Definition 21.1 Markets I: The Ecosystem and Exchange-Traded Markets · Hoofdstuk 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.

Lees in het hoofdstuk →