TOP PNL SECRETS

$begingroup$ I'm undecided That which you indicate by "cross" consequences - the one correlation is that they both equally are features with the adjust in fundamental ($Delta S$)Sin embargo, muchos defensores de la PNL argumentan que su valor radica en su enfoque práctico y en su capacidad para generar cambios rápidos y efectivos en las personas.

$ Inside the "operate scenario" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution could well be:Stack Exchange community is made of 183 Q&A communities like Stack Overflow, the largest, most dependable on the we