Margin

In this paper,we improve the EWMA Futures Margin based on normal distribution assumption and propose a new model of futures margin based on skewed EWMA estimator which based on the asymmetric laplace distribution that is sound to capture leptokurtosis and fat-tail.

本文是对建立在正态分布假设的EWMA期货保证金模型的改进。

London International Financial Futures Exchange

伦敦金融期货交易所

Swiss Options and Financial Futures Exchange AG

瑞士期权及金融期货交易所有限公司

Tokyo International Financial Futures Exchange

东京国际金融期货交易所

Analyzing Application of VaR Approach in Forward Transaction;

浅析VaR方法在金融期货交易中的应用

The Analysis of Hedging and Basic Risk in Financial Futures Markets;

金融期货交易中的套期保值和基差风险分析

FINANCIAL RISK ANALYSIS IN ELECTRICITY MARKETS CONSIDERING FUTURES CONTRACTS;

考虑期货交易的电力市场金融风险分析

An Analysis of the Relationship between Exchange Trade Funds and Stocks Index Futures;

交易所交易基金与股指期货关系探讨

trading in Both actuals and futures in grain

进行现金交易和期货交易两方面的粮食贸易

"The distinction between real or current transactions such as goods and services and financial or capital transactions,"

实际交易或经常交易的区别，诸如货物，劳务·金融或资本交易;

"The distinction between long-turn (non' liquid) and short-turn (liquid) financial transactions,"

长期融通资金交易和短期融通资金交易间的区别;

Research on the Functions of Stock Index Futures Market Based on Margin Financing and Securities Lending Transactions

融资融券交易下的股指期货市场功能研究

The margin requirements will be approximately 10% of the contract value.

交易按金将约为期货合约价值的10%。

EFP(Exchange for Physicals)

期货与现货互转交易

Comparative empirical study on the margin setting of stock index futures calendar spread trading;

股指期货跨期套利交易保证金设置方法的比较

FOX [Futures and Options Exchange]

期货和期权交易所［

DTB Deutsche Terminborse

德国期权及期货交易所

options on futures contract

期货合约的期权交易

THE POSITIVE ANALYSIS OF COPPER FUTURES PRICE RELATIONS BETWEEN LONDON MENTAL EXCHANGE AND SHANGHAI FUTURES EXCHANGS;

上海期货交易所与伦敦金属交易所金属铜期货价格关系的实证分析