Discuss Discuss, with the help of examples, the mechanism of marking to market in the futures markets Make sure that you cover both initial, variation and maintenance margins Discuss the historical simulation approach and the model building approach to estimating Value at Risk (VaR)

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Discuss Discuss, with the help of examples, the mechanism of marking to market in the futures markets. Make sure that you cover both initial, variation

Discuss

Discuss, with the help of examples, the mechanism of marking to market in the futures markets. Make sure that you cover both initial, variation and maintenance margins.

Discuss the historical simulation approach and the model building approach to estimating Value-at-Risk (VaR)

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