THE PNL DIARIES

When you hedge each individual minute, you wouldn't recognize the total pnl in the more substantial SD moves however you do capture the full pnl of the lesser intraday moves. Conversely, if you only hedge as soon as each day, you will not know the complete pnl from your smaller sized intraday moves (like in your example) but you'll in return compre

What's the connection in between default probabilities calculated using the credit rating and the price of a CDS? fiveLa mirada dirigida hacia el ángulo inferior izquierdo revela que estamos inmersos en un monólogo inside que nos recuerda sensaciones y emociones.$begingroup$ For a possibility with price $C$, the P$&$L, with respect to modificatio