基差
- 网络Basis; Basis risk; Basis differential
基差
基差
Basis
基差(basis)是指某一特定商品在某一特定时间和地点的现货价格与该商品期货合约的期货价格之差,即:基差=现货价格—期 …
Basis risk
-流动性(Liquidity) -价格(无量下跌) -基差(Basis risk)*作业系统 -交割(Settlement/Delivery) -人为疏失 -系统 -资讯 -计价模型 *...
Basis differential
基差(Basis differential)销售采购协议SPA: Sales and Purchase Agreement EPC工程总承包(Engineering Project Contracting…
TW-SettlePrice'
... =XQBTS|Quote!'1101.TW-OIChange' 结算价 =XQBTS|Quote!'1101.TW-SettlePrice' 基差 =XQBTS|Quote!'1101.TW-BaseDif…
BaseDif
「附录」_「DDE功能」 ... EqualVolume 平盘量 BaseDif 基差 FiveBidSize 总委买 ...
GARCH Model for hedging during the subprime
EMBA89_98 ... 基差- GARCH Model for hedging during the subprime 车电子事业群为例 Company AE Business Groups ...
Premium Basis
正基差(Premium Basis):现货价格大於期货价格,即基差大於零。价格发现(Price Discovery):价格能正确反应市场所有 …
Basis Point
...参与者的增加与交易量逐渐成长,往往造成现货与期货间基差(Basis Point)的扩大,或期货与期货间出现价差(Spread),故套 …
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