融躍CFA答疑師老師 2024-02-02 10:31
致精進(jìn)的你:
同學(xué)你好,這個題目不涉及basis trading。這個是教材對basis risk的定義:It is important to keep in mind that most of the time, the hedging instrument and the asset or portfolio to be hedged are imperfect substitutes. The result is a market risk, called basis risk or spread risk—the difference between the market performance of the asset and the derivative instrument used to hedge it.
The real talent is resolute aspirations.
真正的才智是剛毅的志向。