Modelling and Managing Basis Risk

Submitted on 29th July 2015
Risk Management Tools and Techniques
Basis Risk
Basis Risk

Overview and example of basis risk.

 

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Source
SOA
Length of Resource
16
Author
Dr. Pin Chung, Vice President, Allianz Investment ManagementDr. Thiemo Krink, Director, Allianz Investment Management
Date Published
Publication Type
paper
Resource Type
academic