Bank Street Road,Burjuman,Dubai,UAE
Mon-Sat 9am-6pm
24 X 7 online support
The expected net value of a portfolio as a function of time after collateral (i.e., initial and variation margin applied with netting and haircut rules) has been taken into account. When a portfolio is simulated over thousands of paths, EE for a fixed time is calculated as (sum of Theoretical Values (TVs) on paths where TV > 0)/(total number of paths).