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arxiv: 1608.08283 · v1 · pith:654FCKMPnew · submitted 2016-08-29 · 💱 q-fin.RM

Risk measures and Margining control

classification 💱 q-fin.RM
keywords activityautomaticaconstitutescontractualcontroldevicedipartimentodirecta
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This document constitutes the final report of the contractual activity between Directa SIM and Dipartimento di Automatica e Informatica, Politecnico di Torino, on the research topic titled "quantificazione del rischio di un portafoglio di strumenti finanziari per trading online su device fissi e mobili."

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