期权保证金
- 网络margins
期权保证金-
介绍了两种面向期权期货的保证金算法&基于情景的SPAN准则算法和基于最终净值的SEC准则算法，给出了这两种保证金都是一致性风险度量的具体证明，对两种算法进行了比较。
The paper introduced two methods on calculating the margins of options and futures , SPAN method and SEC method , presented detail proofs of the coherence of the two methods , and gave a brief comparison between them .
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基于回望期权考虑备用保证金的期货定价模型
Pricing Futures Contract Considering Reserve Margin Based on Lookback Option Model
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一个期货、期权或以保证金形式交易的账户在假设以目前的市场价格平仓后以货币形式计算的账户余额。
The residual dollar value of a futures , option , or leverage trading account , assuming it was liquidated at current prices .