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margin level中文是什么意思

  • [網(wǎng)絡(luò)] 保證金比例;保證金水平;馬金水平

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  • 例句與用法
  • At present, research achievements have been made at home in the application of this model in such issues as stock index returns, asymmetry, market efficiency, price volume relation, risk management, and margin level
    目前,國內(nèi)用此模型對(duì)股指收益率、非對(duì)稱性、市場(chǎng)有效性、量?jī)r(jià)關(guān)系、風(fēng)險(xiǎn)管理、保證金水平等問題研究取得了多項(xiàng)成果。
  • The theoretical framework focuses explicitly on tail returns, thereby properly computing prudent margin level for large levels of risk, this paper finds : ( 1 ) the assumption of normality to impose a smaller margin level since the presence of a fat-tail
    通過實(shí)證研究,建議將gpd下的市場(chǎng)風(fēng)險(xiǎn)度量作為確定我國股指期貨保證金水平的依據(jù),且借助copula方法,運(yùn)用組合的觀點(diǎn)進(jìn)行風(fēng)險(xiǎn)控制,并根據(jù)市場(chǎng)風(fēng)險(xiǎn)變化特征進(jìn)行動(dòng)態(tài)調(diào)整。
  • The theoretical framework focuses explicitly on tail returns, thereby properly computing prudent margin level for large levels of risk, this paper finds : ( 1 ) the assumption of normality to impose a smaller margin level since the presence of a fat-tail
    通過實(shí)證研究,建議將gpd下的市場(chǎng)風(fēng)險(xiǎn)度量作為確定我國股指期貨保證金水平的依據(jù),且借助copula方法,運(yùn)用組合的觀點(diǎn)進(jìn)行風(fēng)險(xiǎn)控制,并根據(jù)市場(chǎng)風(fēng)險(xiǎn)變化特征進(jìn)行動(dòng)態(tài)調(diào)整。
  • (4 ) the proxy of the appropriate threshold using an expected shortfall can capture well the extreme price movements and can be an excellent risk measure instrument to set the prudent margin level . ( 5 ) controlling risks using a perspective of portfolio through applications of copula function should be included in the margin policy
    在股指期貨保證金方面,簡(jiǎn)單介紹了目前兩種主要的設(shè)置保證金水平的方法:第一種設(shè)置方法是將保證金作為外生變量“建立一個(gè)經(jīng)濟(jì)模型來決定保證金水平”,例如,brennan(1986)提出一個(gè)
  • In the aspect of contract's design, its include the determination of contract value, minimum fluctuation of price, last settlement price and margin level etc . in risk management of stock index futures, the means of price's stabilization, the ways of avoid of market manipulation, the clearing member and market margin system and so on have been put in operation
    在股指期貨合約設(shè)計(jì)方面,主要體現(xiàn)在合約價(jià)值、最小價(jià)格波動(dòng)、最后結(jié)算價(jià)、保證金水平等方面的確定方式。在股指期貨風(fēng)險(xiǎn)管理方面,主要采用股指期貨市場(chǎng)價(jià)格穩(wěn)定措施、對(duì)市場(chǎng)操縱的防范措施、股指期貨市場(chǎng)結(jié)算會(huì)員制度、市場(chǎng)保證金制度等。
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