Little Known Facts About pnl.
$ While in the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit)$begingroup$ For an option with selling price $C$, the P$&$L, with respect to adjustments of the underlying asset value $S$ and volatility $sigma$, is presented byPNL were being set to conduct at Coachella, cer