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    Risk arrays of options

    Any Help please? I am giving site for example http://www.asx.com.au/professionals/clearing/operations/span_margining.htm :confused: Thanks in advance
  2. S

    Risk arrays of options

    Hi all, Can any one know how to calculate the SPAN risk 16 scenarios. I got about Futures. But I am not getting calculation for options. Can any one help please. It is urgent. I have to do this.:confused:
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