Margining System for Futures and Options Exchange─Comparison of SPAN and Beta Simulation
碩士 === 國立中山大學 === 財務管理學系研究所 === 101 === This purpose of research was comparing the margin system SPAN with Beta Simulation. In order to comprehend the strengths and weaknesses of two margin systems, we established various simulative portfolio strategies to analyze the performance of two margin syste...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9cn7at |