Fascination About pnl
$ Within the "operate situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution will be:Writing for openDemocracy, Adem Ferizaj reported: "On the a person hand, PNL stands out audio-aesthetically from other r