Index of [finpko.ku.edu]

Margin for member =$1,000×2.2312×2.326 = $5,190.6. Worksheet shows that the margin would be wiped out on 2.31% of the days. This suggests that price changes have heavier tails than the normal distribution. Worksheet shows that there would be 157 margin calls in 1,040 days and the client has an incentive to default 9 times. ................
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