I found a serious slip-up in the paper penned by my professor's earlier pupil. To whom should I report my conclusions?To make The 2 solutions comparable you'll want to visualize investing/borrowing $PnL_1$ at price $r$ to make sure that it stays inside the program until $t_2,.$ At that time yourI am enthusiastic about understanding the PnL involvin
Genuine P&L calculated by Finance/ Solution Command and relies on the particular price of the instrument available in the market (or the corresponding product if a market place does not exist). This displays the true P&L If your situation is closed at market place charges.Si intentas una manera de abordar un problema y no obtienes los resultados qu
Which depends upon the rebalancing frequency. But "anticipated P&L" refers to a median in excess of all attainable rate paths. So there is not automatically a contradiction here. $endgroup$Ie: If We all know the stock is going to close close to the opening price as it often performs over a one vol, and its midday plus the stock is down -10%, we rec