An option desk uses the Black-Scholes model to price eurodollar options. What type of risk could this

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An option desk uses the Black-Scholes model to price eurodollar options. What type of risk could this create?

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Value at Risk The New Benchmark for Managing Financial Risk

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Question Posted: May 03, 2016 02:26 AM

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An option desk uses the Black-Scholes model to price eurodollar options. What type of risk could this

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The Black Scholes model which assumes geometric Brownian motion for the u...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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