pnl Options
pnl Options
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El modelado es una técnica que implica observar y replicar los patrones de pensamiento y comportamiento de personas que han logrado éxito en un área específica.
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.
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Essentially How will you clearly show what gamma pnl will likely be mathematically and How can you display what vega pnl will be? I think that gamma pnl is place x (vega x IV - RV)
In case the Loss of life penalty is Completely wrong mainly because "what if the convicted was harmless", then isn't really any punishment wrong?
Este tipo de estrategias son increíblemente desproporcionadas y juegan con la salud de muchas personas que deparan su confianza en profesionales con una supuesta preparación y una ética a la hora de desarrollar su actividad.
$begingroup$ Why does Gamma Pnl have exposure to realised volatility, but Vega Pnl only has publicity to implied volatility? I am baffled regarding why gamma pnl is impacted (additional) by IV pnl and why vega pnl isnt impacted (extra) by RV?
At the end of the day, the EV/Avg(PNL) boils down to iv vs rv of stock. If Individuals two are equal, then the EV/PNL would be the very same for both of those traders in spite of hedging frequency. The only difference would be the variance in their PNL as explained over.
Take note: I notice for those who hedge discretely rather than continuously there'll become a hedging error, but please ignore this mistake for the objective of this issue.
Is there any clarification for why "Mut" is masculine, but "Schwermut" and several other compounds are feminine?
Si los actos que realizas no te llevan por la dirección que deseas, es evidente que deberías intentar tomar otro camino o probar algo diferente, pero a muchas personas les falta esa flexibilidad en el comportamiento y sencillamente insisten en hacer lo mismo una y otra vez.
$begingroup$ Very Obviously The 2 PnLs don't essentially coincide. Within the "college scenario" You do not contact the portfolio at $t_1=t+delta t$ and liquidate it only at $t_2=t+twodelta t,.
Conversely, the gamma PnL is compensated to you personally about the side, not on the choice premium, but with the buying and selling activities within the fundamental you perform your hedging account.
I found a significant blunder inside of a paper written by my professor's former university student. To whom must I report my findings?