Essays about: "Jacob Ahlman Bohm"

Found 1 essay containing the words Jacob Ahlman Bohm.

  1. 1. Minimizing initial margin requirements using computational optimization

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Jacob Ahlman Bohm; [2023]
    Keywords : optimization; initial margin; simulated annealing; particle swarm optimization; differential evolution;

    Abstract : Trading contracts with future commitments requires posting a collateral, called initial margin requirement, to cover associated risks. Differences in estimating those risks and varying risk appetites can however lead to identical contracts having different initial margin requirements at different market places. READ MORE