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A six-month European call on the index with strike of 3400 is currently trading at 50.20. The index price is 3485, and the dividend yield
A six-month European call on the index with strike of 3400 is currently trading at 50.20. The index price is 3485, and the dividend yield on the index is 3% with continuous compounding. The risk-free ...
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Value at Risk The New Benchmark for Managing Financial Risk
Authors: Philippe Jorion
3rd edition
0070700427, 71464956, 978-0071464956
