1.
Futures Portfolio Margin Model and It s Application Based on MVGARCH-VaR;
基于多元GARCH-VaR的期货组合保证金模型及其应用研究
2.
Margin requirements e ure the performance of both parties to a futures contract.
保证金要求是期货合约双方履约的保证。
3.
Portfolio Insurance in Future Market;
期货市场组合保险策略及其实证研究
4.
Margin Level Set in Single Future Contract based on RiskMetrics Model;
基于RiskMetrics模型的单个期货合约保证金比例设计
5.
PORTFOLIO SELECTION AND MUTUAL-FUND THEOREMS WITH THE INTRODUCTION OF STOCK INDEX FUTURES;
引入指数期货的组合证券选择与基金分离定理
6.
The initial margin requirement on a futures transaction is simply a good-faith deposit to ensure performance according to the terms of the futures contract.
期货交易的初始保证金实质上是为了保证按照期货合约条款履约的信誉存款。
7.
Note that they are two specified levels of the same margin account, not two separate sums of money.
（此两个数字并不代表两笔保证金，而是一只期货合约的保证金户头的两个水平。）
8.
A Method for Futures Broker to Decide Margin;
期货经纪公司保证金的一种确定方法
9.
An Analysis of the Criminal Responsibility of Misappropriation of Futures Margin;
试析挪用期货保证金行为的刑事责任
10.
The Method to Set Margin Level of China's Stock Index Futures Based on Compound Extreme Value Theory
基于复合极值理论的股指期货保证金水平的设定
11.
A model of dynamic fiducial margin for single futures based on VaR-WKDE
基于VaR-WKDE单个期货合约动态基准保证金模型研究
12.
Nonlinear Portfolio Cross Hedging Model of Multi-futures vs A Single-cash
多种期货对一种现货非线性组合套期保值模型
13.
Empirical Study on the Margin Setting of Index Futures:Based on Asymmetric EWMA Estimator
有偏型EWMA的股指期货保证金设定的实证研究
14.
Futures Marginal Level Based on High Degree Expected Shortfall;
基于高阶期望损失的股指期货保证金设置
15.
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
16.
The Price Relation between Futures and Forward Contract in the Case of Non-zero Margin;
考虑保证金的期货价格与远期价格的关系
17.
Pricing Futures Contract Considering Reserve Margin Based on Lookback Option Model
基于回望期权考虑备用保证金的期货定价模型
18.
Empirical Analysis on Gold Products Futures Hedging Functions in China
我国黄金期货套期保值绩效的实证研究