现在位置:首页 > 学术报告
 

 

Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

Dr. Yiming Hu,Ulysses Commodities, llc.

Inviter: 刘克 研究员
Title:
Notes on CME/ICE Span System (Risk Margin) and Option Trading
Time & Venue:
2019.1.28 10:00 N613
Abstract:

This talk is to give some overview on CME/ICE Span System (Margin Risk). It also covers some details on how the trading firm and the brokerage firm applying them in daily future and option trading. How to utilize some mathematical optimal tool in order to benefit it from firm's daily future and option trading activities. As some extension, the talk also to give some overview on option trading system and to explain why CME/ICE Span System plays a very important role in routine Daily Option Trading.
This talk assumes listener who interesting financial career and has some basic knowledge on option trading such as Volatility Curve, Option Pricing, Portfolio/Margin Risk Management and some basic optimal methods.

 

 

附件下载:
 
 
【打印本页】【关闭本页】
电子政务平台   |   科技网邮箱   |   ARP系统   |   会议服务平台   |   联系我们   |   友情链接