https://gdpark.blog/tags/basis-risk/Recent content in Basis Risk on gdpark.blogHugoenThu, 13 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-03-hedging-strategies-using-futures/Thu, 13 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-03-hedging-strategies-using-futures/A quiz-style walkthrough of futures hedging — short vs long hedges, basis risk, optimal hedge ratios, and beta reduction with index futures.