GETTING MY PNL TO WORK

Getting My pnl To Work

$begingroup$ I am not sure Anything you mean by "cross" consequences - the sole correlation is they both of those are functions in the alter in fundamental ($Delta S$)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution will be:As well as the incremental PnL of a protracted tactic concerning $t$ and $t+delta

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