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Q7. Compute profit diagrams for the following ratio spreads: Buy 950-strike call, sell two 1050-strike calls.
Q7. Compute profit diagrams for the following ratio spreads:
- Buy 950-strike call, sell two 1050-strike calls.
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Measuring And Managing Credit Risk Quantitative Approach For Default Risk Data Analysis And Models For Loss Distributions Unique Strategies For Back Capital Allocation And Saucerization
Authors: Arnaud De Servigny , Olivier Renault
1st Edition
0071417559,007178800X
