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A trader asks to open a new book with a 95% VaR of $5m with a position with a $10m skew. Will it be within
A trader asks to open a new book with a 95% VaR of $5m with a position with a $10m skew. Will it be within the VaR limits?
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Public Finance
Authors: Harvey S Rosen
7th Edition
0072876484, 978-0072876482
