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    1 research outputs found

    A Comparison of Margin Calculation Methods for Exchange Traded Contracts

    Author
    1. * Fullpricemove
    2. * Fullpricemove
    3. * Fullpricemove
    4. * Sval
    5. * Sval
    6. = Vold
    7. Bengt Jansson
    8. Bengt Jansson
    9. Carol Alexander
    10. Compositedelta
    11. Contracttypecc Portfoliocc
    12. Deltavec
    13. John C Hull
    14. Jonas Gustavsson
    15. Margining Methodology Guide
    16. Mary Jackson
    17. Mattias Bylund
    18. Occ Tims
    19. Paul Wilmott
    20. Pc-Span?
    21. Ph Artzner
    22. Remnegdelta
    23. Spanmatrix
    24. Spanmatrix
    25. Spanmatrix
    26. Spanmatrix
    27. Spanmatrix
    28. Spanmatrix
    29. Tims -Theoretical
    30. To Ubound
    31. Unrnetdeltafm
    32. Unrnetdeltafm Portfoliocc
    33. Unrnetdeltafm Portfoliocc
    Publication venue
    'Elsevier BV'
    Publication date
    01/01/2002
    Field of study
    No full text
    Crossref
    corecore

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