Tagged Questions

votes

1answer

216 views

How to automate the margin requirements for Eurex markets?

I'm looking at automating the calculation of margin requirements for a portfolio of Eurex markets. Eurex describe the margin calculations in this document. However, the only tool I can find is a ...

asked Jul 3 '12 at 14:48

Jim
1255

newest derivatives market questions feed

Technology			Life / Arts	Culture / Recreation	Science	Other
Stack Overflow Server Fault Super User Web Applications Ask Ubuntu Webmasters Game Development TeX - LaTeX	Programmers Unix & Linux Ask Different (Apple) WordPress Answers Geographic Information Systems Electrical Engineering Android Enthusiasts IT Security	Database Administrators Drupal Answers SharePoint User Experience Mathematica more (14)	Photography Science Fiction & Fantasy Seasoned Advice (cooking) Home Improvement more (13)	English Language & Usage Skeptics Mi Yodeya (Judaism) Travel Christianity Arqade (gaming) Bicycles Role-playing Games more (21)	Mathematics Cross Validated (stats) Theoretical Computer Science Physics more (7)	Stack Apps Meta Stack Overflow Area 51 Stack Overflow Careers

rev 2013.6.19.752

Quantitative Finance Stack Exchange works best with JavaScript enabled

Tagged Questions

How to automate the margin requirements for Eurex markets?

Related Tags