Skip to Main Content
Derivatives and Risk Management, 1st Edition
book

Derivatives and Risk Management, 1st Edition

by Sundaram Janakiramanan
May 2024
Intermediate to advanced content levelIntermediate to advanced
542 pages
27h 26m
English
Pearson India
Content preview from Derivatives and Risk Management, 1st Edition
Futures Contracts 93
Some brokers may allow the client to earn interest on the margin account balance. If the interest rate
is competitive with the interest rates that could be obtained elsewhere, the margin account balance is not
the true price of the futures contracts.
Some brokers may also accept securities as cash equivalents for margin accounts. However, they will
not be accepted at their face value but rather at a value less than the face value so as to take into account
the possible value erosion over time due to price changes in these securities. e CMs who need to post
margins to the clearinghouse can post margins using securities that are specied by the clearinghouse as
substitutes for cash.
e process of marking-to-market implies ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Derivatives and Risk Management

Derivatives and Risk Management

Madhumathi Madhumathi, Ranganatham Ranganatham
Derivatives and Risk Management

Derivatives and Risk Management

Sundaram Janakiramanan

Publisher Resources

ISBN: 9781299447547Publisher Website