期货保证金 meaning in English
cover costs
credit costs
futures cash deposit
futures margin
Examples
- Chapter two : output the principles and examples of dynamics margin calculation
最后点明期货保证金制度设置的意义:保证金制度作为 - The main content and viewpoints are as follows : chapter one : futures margin system research
一.全文共分为三大部分:第一章:期货保证金制度研究,分为三节进行阐述。 - The article deems that any principles , rules , and even operational customs shall be the necessary components of the margin requirement
本文认为与期货保证金运作相关的原则、规则、甚至操作惯例都是保证金制度的应有内容。 - The theoretical framework focuses explicitly on tail returns , thereby properly computing prudent margin level for large levels of risk , this paper finds : ( 1 ) the assumption of normality to impose a smaller margin level since the presence of a fat - tail
通过实证研究,建议将gpd下的市场风险度量作为确定我国股指期货保证金水平的依据,且借助copula方法,运用组合的观点进行风险控制,并根据市场风险变化特征进行动态调整。 - Along with a price limit and capital requirement , the existence of a margin decrease the likelihood of a customer defaulting , a broker going bankrupt and systemic instability of the futures market . this paper applies sub - theories of generalized pareto distribution inherited from extreme value theory to examine the margin policy for price extremal movements
本文运用极值理论的广义帕累托分布( gpd ) ,对以上证180指数和深证100指数为标的的股指期货保证金进行了研究,并且将之与正态分布假设下的保证金水平进行比较。