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- 2014-2-19
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问个FRM的问题，麻烦各位了啊
Which of the following trade (s) contain mainly basis risk?
Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Nov 07 NYMEX
WTI Crude Oil contracts
Long 1,000 lots Nov 07 ICE Brent Oil contracts and long 2,000 lots Nov 07 ICE Brent
Oil at-the-money put
Long1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Dec 07 ICE Brent
Oil contracts
Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Dec 07 NYMEX
WTI Crude Oil contracts
这几个哪个存在基差风险呢？ |
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发表于 2014-2-21 14:37
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