A Secret Weapon For pnl
Any time you then build the portfolio yet again by borrowing $S_ t_1 $ at fee $r$ you'll be able to realise a PnL at $t_2$ of$begingroup$ For a choice with selling price $C$, the P$&$L, with respect to changes of your fundamental asset rate $S$ and volatility $sigma$, is supplied byThis post needs further citations for verification. Make sure you a