Question
Vanilla Approval AS a risk manager you can approve trades with up to $3m vega. The business asks you to approve selling a $1bn 1Y
Vanilla Approval
AS a risk manager you can approve trades with up to $3m vega. The business asks you to approve selling a $1bn 1Y ATM call on SPX
Can you approve it? What 95%VaR do you expect this trade to generate? Why?
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Mergers Acquisition And Other Restructuring Activities
Authors: Donald M. Depamphilis
6th Edition
123854857, 978-0123854858
