Prudent Margin Policy on Extremal Price Movements
碩士 === 國立中央大學 === 財務金融研究所 === 90 === Abstract Along with a price limit and capital requirement, the existence of a margin decrease the likelihood of a customer defaulting, a broker going bankrupt and systemic instability of the futures market. This paper applies two sub-theories of generalized extre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15032573432395675190 |