NEW STEP BY STEP MAP FOR PNL

If you hedge every moment, You would not comprehend the entire pnl on the larger sized SD moves however , you do capture the complete pnl from the scaled-down intraday moves. Conversely, if you only hedge once a day, you will not realize the full pnl within the smaller sized intraday moves (like inside your case in point) but you'll in return reali

What's the link in between default probabilities calculated using the credit ranking and the price of a CDS? 5Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Thanks a good deal for finding the time to reply. Thanks to your last equality I understand that the "college situation" pnl will take into account the general