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 well50stress

link 7.02.2008 11:33 
Subject: trading book
Уважаемые, начал уходить в нирвану, прошу оказать хелп!
For grid scenarios covering option price risks you may include as many interest, volatility and currency shifts for the options portfolio as you need. Both methods are also used in the non-trading book area.
Смысл понятен, но как красиво выразить grid scenarios и чтотакое non-trading book (area)

 

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