3890金融与交易中等essayshort
How to Sanity-Check a Margin Problem
题目
A desk says a basis trade is market neutral, so margin calls on the futures leg should not matter. What is wrong with that statement?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
A desk says a basis trade is market neutral, so margin calls on the futures leg should not matter. What is wrong with that statement?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。