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Minimum Capital Requirement Calculations for UK Futures
appropriate minimum capital requirements continuous time Squared and absolute returns
2011/3/31
Key to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high...
Laplace's calculations of length of the meter
length of the meter method of least squares Legendre Gauss Laplace
2010/12/7
Laplace's calculations to derive the length of the meter are described. It is noted that any form of the method of least squares is not used in his determination of the length of the meter. Instead, h...