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Page 1: Francis GOMEZ 26-11-2020 14-11-44-757 - Var

Page 2: Francis GOMEZ 26-11-2020 14-11-44-757 - Var

Page 3: Francis GOMEZ 26-11-2020 14-11-44-757 - Var

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Hedging and Value-at-Risk (VaR) Single asset VaR Delta-VaR for portfolios Delta-Gamma VaR