THE 5-SECOND TRICK FOR PNL

The 5-Second Trick For pnl

$ Within the "get the job done circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tad)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution could well be:Along with the incremental PnL of a lengthy approach between $t$ and $t+delta t$ is calculated as the profi

read more