The pnl Diaries
The pnl Diaries
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I found a serious error inside a paper written by my professor's former scholar. To whom really should I report my conclusions?
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A todos nos ha ocurrido que reaccionamos ante una situación y luego nuestra voz inside nos va diciendo que 10íamos que haber dicho otra cosa o haber reaccionado de otra manera.
$begingroup$ You will be suitable that the overall P&L (or while you call it the Net P&L) has to be a similar for the two approaches, so a little something went Improper.
How is this accurate nevertheless? Delta-hedging frequency provides a direct impact on your PnL, and not only the smoothness of it.
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Realmente nuestra forma de responder y pensar está condicionada por un mapa neurológico que codifica y almacena nuestro modo de responder ante una situación.
You dilemma might be much more on-subject matter if it summarized Whatever you already fully grasp regarding the calculations and questioned a specific problem concerning the unclear portion(s). $endgroup$
Exactly what are productive numerical methods for solving coupled Sylvester-like equations? much more scorching questions
You can also analyse the skewness and kurtosis from the time period PnL by having 3rd and 4th times of $Y_t$ respectively. Presumably you may conclude that for 2 series with identical expectation and variance, you will want the a single with good skew or lessen kurtosis, but it's possible not depending upon the confidence of the marketplace view, and so on..
$begingroup$ @nbbo2 I'm making use of the precise cost route in the instance for any purpose, it disproves The premise of delta-hedging frequency indirectly affecting PnL. website And I indicate "expected P&L" as the choice premium (PnL) replicated by delta-hedging a situation that may be calculated by subtracting recognized volatility from implied volatility.
Observaron que estos terapeutas 10ían habilidades excepcionales para comunicarse y generar cambios en sus clientes, y buscaron identificar los patrones subyacentes que explicaban su éxito.
Debemos cambiar nuestras estructuras de creencias negativas que nos ponen impedimentos para ir hacia nuestro objetivo.
A través de la PNL descubrimos la estructura que sostiene la conducta propia y la del otro. Por lo tanto, investiga cómo nos comunicamos con nosotros mismos y con la gente de nuestro alrededor.