The following pages link to (Q5121459):
Displaying 4 items.
- The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (Q1291665) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945) (← links)
- Prudent Margin Levels in the Finnish Stock Index Futures Market (Q4363672) (← links)