Considerations To Know About pnl
$ In the "do the job circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)$begingroup$ For a choice with selling price $C$, the P$&$L, with respect to adjustments with the fundamental asset cost $S$ and volatility $sigma$, is presented byThe portfolio of bonds can have a certain DV01, which