Items for Sumawong, Anannit

Up a level
Export as [feed] RSS
Group by: Item Type | No Grouping
Jump to: Article | Thesis
Number of items: 2.


Alexander, Carol, Kaeck, Andreas and Sumawong, Anannit (2018) A parsimonious parametric model for generating margin requirements for futures. European Journal of Operational Research. ISSN 0377-2217 (Accepted)


Sumawong, Anannit (2014) Risk management of energy derivatives: hedging and margin requirements. Doctoral thesis (PhD), University of Sussex.

This list was generated on Sat Oct 20 01:11:37 2018 BST.