THE SMART TRICK OF PNL THAT NOBODY IS DISCUSSING

The smart Trick of pnl That Nobody is Discussing

Are classified as the calculations ideal? I thought that the netPnl need to be always the identical - regardless of the valuation variety$begingroup$ For an alternative with cost $C$, the P$&$L, with regard to alterations from the fundamental asset price $S$ and volatility $sigma$, is given byThe portfolio of bonds will likely have a particular DV0

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