PNL Explained Archives

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Relationship between Base PnL Explained and Impact Of Delta sim results

This article looks the relationship between Base PnL Explained and Impact Of Amendment sim results and how an adjustment may need to be made.

Endur EOD PnL – Impact Of Cancelled Deals

The Impact of Cancellations simulation result is a component of the PnL Explained report and calculates the movement in MTM

Delta, Gamma, Cross Gamma using Finite Difference Method

When prices move the change in PnL can be explained by using the greeks and calculating Impact of Delta , Impact of Gamma , Impact of Cross Gamma.

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Relationship between Base PnL Explained and Impact Of Delta sim results

Our Articles

Relationship between Base PnL Explained and Impact Of Delta sim results

Endur EOD PnL – Impact Of Cancelled Deals

Delta, Gamma, Cross Gamma using Finite Difference Method

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Our Experience

Expertise

Services

KWA Analytics

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