Basis Risk

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	19/06/2019	The Market Impact of Dynamic Hedging on Hedging Program Peformance	Basis Risk Basis Risk Embedded Options Hedging Techniques Strategy Variable annuities Volatility risk
ERM Resource	29/07/2015	Modelling and Managing Basis Risk	Basis Risk Basis Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Pricing Futures and Futures Options with Basis Risk	Basis Risk Basis Risk Risk Management Tools and Techniques