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The top documents tagged [portfolios delta]
1 Market Risk Management using Stochastic Volatility Models The Case of European Energy Markets
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Market Risk Modelling By A.V. Vedpuriswar July 31, 2009
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The Greek Letters. ILLUSTRATION The financial institution has sold for $300,000 a European call option on 100,000 shares of a non- dividend-paying stock
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Market Risk Management using Stochastic Volatility Models
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Market Risk Modelling By A.V. Vedpuriswar
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