Risk measures and Margining control

Giuseppe Carlo Calafiore and Leonardo Massai

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Abstract: 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."

Date: 2016-08
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