Persand, G., Brooks, C. and Clare, A.D. (2002) An extreme value approach to calculating the position risk requirements of financial futures contracts. Journal of Risk Finance, 3 (2), 22-33.
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Published date: 2002
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Local EPrints ID: 35873
URI: http://eprints.soton.ac.uk/id/eprint/35873
ISSN: 1526-5943
PURE UUID: eb83e4d3-ea38-4f82-8a39-9b56929171e3
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Date deposited: 23 May 2006
Last modified: 08 Jan 2022 09:58
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Author:
G. Persand
Author:
C. Brooks
Author:
A.D. Clare
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