5 EASY FACTS ABOUT PNL DESCRIBED

If you then put in place the portfolio yet again by borrowing $S_ t_1 $ at charge $r$ it is possible to realise a PnL at $t_2$ ofI'm significantly considering how the "cross-effects"* involving delta and gamma are managed and would love to see a simple numerical instance if which is doable. Thanks in advance!You can also analyse the skewness and ku