Estimation of risk parameters at SPAN futures clearing system
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === With futures market’s merchandise diversify increasingly, a fair margin system and a complete risk management become more important than before. Surveying the traditional strategy-based margin system, we find that we can not calculate the clearing margin fairly b...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/91180555520835133046 |