用同学2021-11-21 11:35:48
用同学basis risk在好几个章节都出现过，它具体是指什么？一般会从什么出题点对它进行考察？
回答（1）
Jason Yin2021-11-22 17:46:51
Jason YinBasis risk is defined as the inherent risk a trader takes when hedging a position by taking a contrary position in a derivative of the asset, such as a futures contract. Basis risk is accepted in an attempt to hedge away price risk.
这个概念你会在三级衍生学习，二级了解即可
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