pnl Options
pnl Options
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I found a serious blunder inside of a paper penned by my professor's earlier student. To whom ought to I report my conclusions?
Is there any clarification for why "Mut" is masculine, but "Schwermut" and a variety of other compounds are feminine?
Or does it really not issue? I imply each can return different values so I have to ask which price is more correct. $endgroup$
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I choose to compute the netPnL, realizedPnl and unrealizedPnl by using the most specific valuation form. I only know 3 valuation types
Cash is the amount you will be investing (inclusive of margin). Your funding charges is 49 * Capital as that may be simply how much you're borrowing to obtain to 50x leverage.
1 $begingroup$ @KaiSqDist: that may be An additional concern. The approximation Here's relevant to the recognized volatility. $endgroup$
InnocentRInnocentR 72211 gold badge66 silver badges1818 bronze badges $endgroup$ 1 $begingroup$ For those who were being to delta hedge consistently and with a costless basis, then your payoff at expiry would match that of the vanilla choice.
Exactly what are successful numerical procedures for fixing coupled Sylvester-like equations? extra scorching concerns
$begingroup$ I'm unsure That which you suggest by "cross" outcomes - the one correlation is they both of those are functions on the transform in fundamental click here ($Delta S$)
nbbo2nbbo2 12k33 gold badges2323 silver badges3737 bronze badges $endgroup$ 5 $begingroup$ Thanks very much. You calculations are Excellent spelled out! $endgroup$
The PnL between $t$ and $T$ is definitely the sum of all incrementals PnLs. That is definitely if we denote by $PnL_ uto v $ the PnL among times $u$ and $v$, then
In the event the Loss of life penalty is Erroneous mainly because "Let's say the convicted was harmless", then isn't really any punishment wrong?
If the Dying penalty is Completely wrong mainly because "Let's say the convicted was innocent", then isn't any punishment wrong?