A Study of the Clearing System SPAN
碩士 === 輔仁大學 === 金融研究所 === 94 === In this thesis, an in-depth study has been made in respect of the calculation principles and procedures of SPAN (Standard Portfolio Analysis of Risk). It is understood that SPAN, as well as the existing clearing margin system used by SFE Taiwan , both stem from a si...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86551236657858259679 |