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Let C(K) denote a European vanilla Call option with strike price K. Assume that all options are identical except for strike price, and strike prices satisfy (K1) What are the no-
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“A swap bank has to entail certain risks which are inherent to the swap business and are interrelated” Explain the risks involves in swap business.
et C(K) denote a European vanilla Call option with strike price K. Assume that all options are identical except for strike price, and strike prices satisfy (K1) What are the no-a
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