“basis risk”可以造什么句,basis risk造句

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basis risk造句

Thirdly, we use multiple futures to hedge single cash to disperse the basis risk.

The empirical test shows that this paper's model can effectively disperse the basis risk and increase the hedge return.

According to its different sources, interest rate risk may be classified into repricing risk, yield curve risk, basis risk and optionality.

We introduce the futures return vector to replace the single future return, deduce the multiple futures to single cash hedge model to realize the dispersion of basis risk.

The basic idea is changing the spot market into the risk of basis risk. It is also theory gist of hedging operation.

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