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An extreme value approach to calculating the position risk requirements of financial futures contracts

An extreme value approach to calculating the position risk requirements of financial futures contracts
An extreme value approach to calculating the position risk requirements of financial futures contracts
1526-5943
22-33
Persand, G.
c1b50342-bfb4-4a40-9f03-b352ba2076f2
Brooks, C.
91d99e42-37f5-4b2b-87a2-c3df0c926b5f
Clare, A.D.
e9a9923a-dee5-4521-a5e1-d404befa7069
Persand, G.
c1b50342-bfb4-4a40-9f03-b352ba2076f2
Brooks, C.
91d99e42-37f5-4b2b-87a2-c3df0c926b5f
Clare, A.D.
e9a9923a-dee5-4521-a5e1-d404befa7069

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.

Record type: Article

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Published date: 2002

Identifiers

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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Contributors

Author: G. Persand
Author: C. Brooks
Author: A.D. Clare

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